Put in your Windows XP CD. Restart the computer. Press a key when you see the "Press any key..." prompt before Windows begins to load... Follow the instructions.
If you don't get the prompt, then you may need to use your boot menu or change your boot order in the BIOS. Tapping the F12 key during the VAIO BIOS screen repeatedly will probably bring up the boot menu. From there, you can select your CDROM as a bootable device. If not, enter the BIOS and change the options by tapping the F2 (probably, but could be a different key) key in the same spot.