This is what i usually do...

i first put the OS software cd on the cd-rom...

then i enter the CMOS if not mistaken (in my pc i have to hit delete while the computer is reading the ram while starting up)

in there i look for the option of booting device and i choose the primary booting device the cd-rom... then when the computer starts up it will read the cd-rom first and it's a matter of following instructions...

There's probably an easier way of doing it, but this is how i like to do it...