May be the Windows XP blocked any traces of Linux Civilization. That include Redhat CDs.
But since you mentioned that you've installed Windows XP, it means that you already made sure that the cdrom is in the first boot order. I think you should reburn the CD though and make sure it is bootable. I suggest that you use xcdroast
instead of using Nero
since you have Fedora Core 3 (as in your profile).