1. Make sure all your data is backed up. You can make an image of your current HD, back up your files to floppy or CD, or whatever you want to do.
2. Find your XP (I'm assuming it's XP...) CD. On bootup, enter BIOS (or "Setup") and ensure that the first boot device is CDROM. If it is not, change it.
3. Follow the steps of the XP installation, and when it comes to the step about formatting your harddrive, follow the instructions on formatting it as NTFS. Then proceed with the install and everything should be OK.