Do you know if your computer is setup to boot from CD? If not, check your BIOS settings. I can't say exactly how to enter your BIOS as all are different, but usually F2 or Del or Esc keys will get you there. It should tell you when the computer first turns on. You will just have to browse around to find your boot order to change the settings on your boot priority.
I can't say for sure this is your problem as you didn't give any errors (if any) or any information as to what the computer is doing, but I suspect this is the problem.
Hope it helps