No way you'll run it from Windows! Make sure that the boot order in BIOS is floppy,cdrom, hard-disk (anyway, the cdrom must come ahead of the hard-disk), insert the CD and off you go.
If the CD(s) are from a computer store ok. But if they are downloaded from the Internet keep in mind that the iso files must be burnt as images, not as regular files. Also, it would be useful to check the MD5 sum of the isos after download.