Windows 8.1 wil not BOOT on SSD when Win DVD not in drive

Got a new Kingston SSD for using as system drive. Previously got system on HDD, Windows 8.1 updated from a Win 8 license. I have 1 SSD (the Kingston) and another 3 HDDs.
I used Windows 8 Boot DVD with license.
The problem is as following:
- got Windows on SSD drive with all HDD disconected after that I connected all HDDs, from which one had the system on it, same Win 8 system, and the system was not booting. All kinds o f error messages and blue screens one of which was a Kernel_Data_Inpage_Error.
- after a 2 days struggle I took it from beginning. Clean slate, Format HDDs and stuff.

All went fine until the end. After installing Windows 8 on the SSD and updated to windows 8.1 and then connected the rest of the 3 HDD when I remove the Windows 8 DVD from the DVD drive the system stops from booting.
Error message "Reboot and Select proper Boot device or Insert Boot Media"

Steps I followed when installing system on SSD:
0. Used Windows Boot DVD to format the HDD that previously had the system on it and backed up all my data on it and the other 2 HDDs
1. Disconnected all other HDD but the Kingston SSD.
2. Connected SSD with 6GB Sata cable to a 6GB port on my MB (named port SATA 3_1)
3. Set DISK MODE to AHCI in Bios and made SSD first boot device
4. NO UEFI Bios option available so no need to disable it.
5. Ran clean install from Windows 8 DVD
6. Boot only with SSD connected and updated to Windows 8.1
7. Connected rest of HDDs ONE BY ONE meaning, connected one, booted system, all good, shut down, connected second, booted system, all good, third etc.
8. All was fine for now. All this time the Win DVD was in the DVD drive.
Booted again with system on SSD and all HDD connected, also the DVD drive connected. All HDD's are on normal SATA ports. SATA 1_1, 1_2 and SATA 2_1 ports on MB.
SSD is set as first boot device.
NOW: When I remove de Windows DVD from the DVD drive I get the error mentioned above: "Reboot and Select proper Boot device or Insert Boot Media".
Then if remove all HDDs but the SSD and Windows DVD from drive I get a blue screen: ""Recovery. Your PC needs to be repaired. A required device isn't connected or can't be accessed. Error code 0xc000000f."
If I Insert the Win DVD back in and do a repair it starts again.
If, after a repair, I just remove Win DVD from drive and let all SSD and HDD connected I get the same message but when I insert DVD back again no need to do a repair cause the system starts fine.
I came across many issues and errors in my experience with PCs and Windows systems but this is by far the weirdest one.
Please assist me if you have any ideas.
Thanks.