Grey screen with blinking question mark folder

The original harddrive on my Mac Mini decide to die on me. This computer is used primary as a media center and no important files/programs are saved to it. Because of that, I never backed up the data. Installed a new SSD and on power up I get the grey screen with blinking question mark folder. I tried powering down and holding "command R" and holding "option" on power up, but I still get grey screen with blinking question mark folder. I also double checked the SSD conection to make sure it hadn't come loose. How can I get past this grey screen and install a new OS?