Start looking for a SCSI 2 CDROM; you can find them for $15-20 if you're in the US. Don't forget the terminator.
AFAIK the only choice of boot devices is the CD or an attached hard drive.
I put an 18G drive in mine and added a bunch of open source software to make it usable (bash, gcc, etc). There's still a repository with HPUX 10.2 executables available.
Upgrade time