While booting the computer with a Windows installation / Recovery CD, you need to press a key for the computer to start the CD installation. Otherwise it will skip the CD and try to boot up from the disk drive. That's what probably happened in your case.
Just hold a key while booting from the CD and it should start the Windows installation. The notiffication about pressing a key is displayed for a rather short time so pay attention to screen messages during the boot process.
Make sure you're trying to boot up from the correct CD - for example CD #1 might be bootable while the others might not.
Also, the BIOS must be set so that that the computer tries to boot from the hard disk drive and from the optical (CD or DVD) drives.
If you have a Hewlett-Packard computer, the instruction for using the recovery CD are here:
You could also try calling the support.