When you first fire up your PC you should see your BIOS screen. On there it should say something like Hit "XXXX" key to enter setup. Each PC is different. So it could be Delete Key or F2 or Alt or anything. Look for that message and hit that button.
After you get into the BIOS, a big DOS looking screen that is mostly blue (See screenshot below) you will want to find the Boot option. There it will show you the boot order of your PC. You will want to adjust it so that the CD ROM drive is above the Hard Drive setting. Then save and exit. There you should get the message with the XP CD in to Hit any Key to boot from CD message.
BIOS looking screen: (Yours will be different)