Macbook Pro formatted with windows, now can't install OS X or Windows!

I formatted my MacBook Pro Mid 2010 with Windows, now I can't install any operating systems on it.

I tried to install Windows 8.1 on my MacBook, then at the final step I received a message saying that an error occurred and the installation failed.

Now, when I try to enter the Boot Menu the only option that I have is "EFI Boot", so I can't boot anything from my USB or DVD. I don't have them in my Boot Menu at all.

I tried ⌘R‏, but after the download and when I enter the installation it says "The drive is locked.".

Now all I have is a formatted Mac without any Operating Systems or any options to boot anything so that I can install a new OS. I don't know that to do?!

P.S: I didn't use Boot Camp or any other software, just used a Windows bootable device and wen ahead like windows based laptops.