Macbook white A1181: Startup manager, just mouse pointer

I'm dealing with my friend's Macbook White A1181. Original hard drive died a few weeks ago so we installed a brand new Samsung 840 EVO (256GB).

I've read several tutorials on how to reinstall OSX on a new fresh hard drive without luck. After the chime, I press alt/option key then the mouse pointer appears and that's all. I waited for ˜30 minutes and nothing happend.

Also tried with all those key combinations and nothing: http://ift.tt/1tHuOR8. If I didn't hit any key, I got a flashing folder icon with a question sign.

Hope you can help me!