You'll need to boot (start your computer) from a drive other than the one you plan to format. So unless you have 2 hard drives, you'll need to either boot from the Windows CD or create a floppy boot disk.
The Windows CD method is probably best, since it allows you to boot straight into the Windows install program, which can format your hard drive and install Windows for you in one fell swoop. I'm assuming you have Windows XP and the Windows XP install CD.
You should just be able to put the CD in, reboot your computer, and watch the bootup on the screen. When you see a message that says "Press any key to boot from CD...", guess what? You press a key. Then just wait and follow instructions.
If you never end up seeing that message and your computer goes straight into Windows, you may need to go into your BIOS, or system setup screen, and set the boot order. But better to just let me know if that happens and we'll take it from there.