You changed the boot order of your drives in the BIOS to boot from the CD-ROM first, and it won't boot from the WinXP CD? That seems odd...
Is the WinXP CD like the Win2K CD, where you have to (really fast) hit a key when the message "Press any key to boot from CD" appears? If it is, and you did not do so, then the system won't boot from the CD but will then try to boot from the HDD. That, of course, won't work, until you fix the Master Boot Record and replace GRUB with the Windows bootloader-- which you perhaps now know you should have done before wildly deleting the RH partition, as the RH partition contains the GRUB configuration files. So GRUB on the MBR was not deleted, but it no longer knows what to do, because its config is gone.
That's all I can think of off the top of my head; if you still can't boot from the WinXP cd and get into Rescue Mode to do a FIXMBR, you could try booting from a Win98/ME floppy if you have one and typing fdisk /mbr to fix the Master Boot Record, or you could get a boot disk such as
Smart Boot Manager to create a floppy that will allow you to boot the WinXP CD, from which you could then enter Rescue Mode and use the FIXMBR command.
Hope this helps.