Have you checked the boot settings in your PC's BIOS? "Removable media boot" will need to be enabled, and the CD/DVD drive will need to be above
the hard drive in the boot order.
Also (just a thought), is it definitely a CD rather than a DVD? I've had PCs fail to boot because I was putting a DVD in a CD drive!
Failing that, there may have been a problem with the download, the disk or the burning process. If you have the software available to check, you could verify the .iso file against the md5 sums available from here