I have no idea how to get rid of a question folder! Help!

I've had this problem for months now. I'd buy a new laptop but I need the stuff on my hard drive.
It started when my safari froze. I tried to close to close the program but then my entire computer froze. So, I had to shut down the laptop. When I went back to restart the computer it had grey folder with a question mark on it. It also occasionally made a clicking noise when it was being restarted.   This happened so frequently that I learned a quick way to fix it.
My MacBook is an old model so I was able to take out the battery and put back it.  Doing this would always fix the problem.
However, this time, when I went to go take battery and put it back in. The grey folder would not go away.
- I tried using the PRAM method.  It did nothing.
- I held the shift button. Nothing comes up.
- When I hold down the option button, the only thing that comes up is my cursor.
- I don't have an OSX DVD to reinstall anything and don't plan on investing in one because I'm short on money.
Does anyone know a quick and easy way to fix this issue?

Since you didn't include any pertinent info such as the Mac model and OS version you are running, here is some general information:
Mac OS X: Gray screen appears during startup
Depending on which OS yours came with originally - and which OS you are now running - you would either need your original install disks - you can call Apple for replacements by giving them your serial number. Or you may be able to reinstall the OS by using recovery (again, depends on which model/which OS).

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