Make sure the boot priority is set that the computer first looks at the CD
Rom drive before the hard disk. For the BIOS, there will be a section in the
manual of the motherboard about changing boot priority. For entering the
BIOS normally you see "Hit DEL to enter setup" as one of the first sreens
when powering on your PC, but this can vary in motherboards and brands.
You can also download XP Setup Boot disks from the MS website that start
with disks and after the first section of the install from the disks change
to the cd-rom media.
When booting from a simple floppy disk (win98 or so) you need to change to
the CD Rom drive letter, E: for example and then change directories to the
I386 directory (CD I386) and then launch winnt as the command.
For last 2 ways you need your computer to boot from floppys ... if your pc
doesn't boot from floppys you have to change it in the BIOS, but then you
can easily change it to cd rom first sice that is the easiest and fastest
way.