How do I set the player in HDD-player mode?

Question

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The TV is a passive device. "no disc" means that your player is in DVD player mode, but there is no DVD disc inside the drive.

Set your player in HDD-player mode, start playing, and you should see the video playback on the TV.
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Answer 1

OK, I was wrong.

I thought your device had a built-in DVD drive as well. However, I went to e-bay and found your box.
It actually requires a HDD that is NOT shipped with the unit. That's why you see the error message "no disc".
Since I have no manual (I do hope you have one), I suspect that a) You need to install an HDD in the box
b) Use the USB port to copy stuff from outside (say a PC) to the box
c) Use the "Play" to play things copied.

So, I suggest you read the manual and if there is no manual, maybe you should return it....