The message means that the BIOS could not find an OS on your system disk. That is exactly what should have happened.
After that encouraging start, further investigation is a matter of your degree of paranoia, rather than any logical need. Unless you are the kind of person who would not want to post to an open forum such as this, anyone looking for sensitive data on your machine would take the complete lack of an OS on the drive as a clear sign that it had been wiped, and go and find a softer target. Moreover, DBAN is an application with a long history; if it completed and left traces on a drive, we'd all know about that by now.
There are programs which allow you to create a bootable CD and look at the drive. Chances are you'd find that even the partition is gone. So the drive will need to be partitioned with Fdisk or whatever and then formatted before it can be used again. That's more good news.
Bottom line; you can reasonably regard it as successful.