When you first start up your computer, it should say press <some key> to enter setup. Depending on your computer, this could be a function key or often the delete key. Once you're in, you need to look around for something that says "boot device priority" or something like that. Then set the CD drive as the 1st priority. Once you've done that, save and exit the bios and then when it restarts, it should give you the prompt about "Press Any Key to Boot From CD" thing.
