When you first turn you computer on you will see a message to press a certain key to enter setup. It is usually an F key or esc or del. Press that key as it is first starting up. Pay attention, as the message may flash very quickly.
This will take you into BIOS. Here, you want to look for Boot order, or Boot sequence, or maybe even just Boot.
You want to set you CD drive as the first boot device. You, usually, press the plus and minus keys to move you devices up and down.
Now insert the CD into the drive and exit setup SAVING changes.