Ok try this:
1) turn off your computer
2) unplug it from the wall
3) remove the battery from the motherboard (should be a silver disk looking thing about the size of a nickel assuming you are American)
4) keep the battery out for a few min and put it back in
5) plug in computer and turn it on
6) On the very first screen you should see a message somewhere on the screen that says "Hit (something) to enter setup" it might be at the top or bottom, if you do not see it, reboot your computer and try again.
7) Assuming you saw the message and hit the correct button you should see some sort of bios screen. It could be blue or grey.
Find the option for Boot order, this could be under a menu that says advanced options...I am not sure so you may have to look around.
9) Make note of the current order, and change it so the CD rom is the first and if possible the ONLY thing to boot from.
10) usually it says somewhere on the bios screen to press a button (usually F10) to save changes and exit. In either case SAVE CHANGES and let the computer reboot.
11) If the CD is in the CD-rom drive you should hear it "spin up" and the drive light should come on and the computer should boot from the CD-rom.
12) let us know what happens.
If it still goes to dos, there is something wrong with the disk, or your CD rom drive, or possibly your motherboard. It is possible your mother board (depending on how old it is) cannot boot from a CD and requires a floppy drive to boot from.