well if you have windows xp pro corp

or any windows xp for that matter, that cd u got should be bootable if t is, then all you have to do is boot from it when u first turn on your pc if it dont ask u to boot from it or do it automatically for u then u will need to go into your bios and look around in there for something like "first boot device" then switch that to cd-rom.
this probably sound confusing to you.