Can't install windows 95 on virutal PC

So I found some old games I want to play, but they only work in windows 98/95, so I dug out my old windows 95 CD, and decided to try to install it on a virtual machine. But all I get is this message

Reboot and Select a proper Boot device
or Insert Boot Media in selected Boot device

I have selected the right drive, and I have set the boot order to CDROM, Floppy Drive, Hard Drive. So I have no idea why it doesn't work. My physical PC picks up the Windows 95 cd with no issue.