Cangratulations on keeping your system on. I'm surprised by the result but it's not the first time I've learned something from someone elses build. I'd keep an eye on the CPU temp. I'd be a littlle concerned about the need to go beyond the standard heat-sink pad...
As for booting from the CDROM: I assume you've changed the BIOS setting to boot from CDROM and that you have a bootable (windows 2000, XP, recent Linux or Solaris disk). Note also, that you will get a message "press any key to boot from CDROM..." and there is about a 10 second opportunity. You can't just turn on the system and walk away withouth confirming the CDROM boot.
Make sure your BIOS recognizes that you have CDROM and the CDROM is isntalled properly. Again, since you tacked the whole system together at one time, you might find some more miscues.