back to the future
2003, a real OLD PC. wow. almost running....
Old HP, that error is HP silly way of saying all boot devices are missing
and the RTC coin cell is now dead, at 5 to 10 years old.
OR !
F1 also means that some other critical parts are failing, like dead fans or fans packed up in lint, needs to be cleaned first. blow out all lint first.
HP does that so the PC is not
damaged from overheating.!
just like your car does (modern) prime goal is prevent damage.
the fan has 3 or 4 pins, and one pins is called RPM (it is and electronic tachometer , that tells the PC that the fan is dead, or is way way too slow)
the PC needs service, as all do that old really.
Pentium 4 is old, super old now.
The HP real forum covers all ,if you asked there, vast persons have asked and vast answered. there (google HP PC forum) not HPE.
bad things, this old (common as nails) 21 years old.
coin cell dead , for sure, over 3.0vdc good, below bad.
HDD dead or failing hard and harder,fails smart tests.
fans failing (F1 said so and did not lie to you)
PSU failing.
https://support.hp.com/us-en/product/setup-user-guides/hp-compaq-d530-small-form-factor-desktop-pc/model/473241
the lost manual seems to be here, see mobo, and fan jacks.
https://www.manualslib.com/manual/359251/Hp-Compaq-D330-Dt.html?page=37&term=board&selected=1#manual
ID 29 is the coin cell , on mobo