You need to change the boot- or start-sequence in BIOS.
Set it to (floppy)-CD-Harddisk or when they use drive-letters: (A)-X-C, where X is the letter of your CD-rom (could be D or E etc.)
A=floppy, C=harddisk
Save the settings, insert the XP-CD and reboot. You will be asked to 'Press any key to boot from CD' or something like that. If you miss it, reboot again.