Go into your bios and set the first boot device as the CD-Rom, it should scan more than one if you have the CD-R and a CD. If boot and still have problems, go back into the bios, set the second and third device (depending on the age of your bios) to none and set scan for other boot devices to disable.
With the Award bios, the system will post, and then you will se a message telling you to hit any key to boot from cd-rom, it only hangs there for a few seconds, so if you miss it you will have to reboot. When you see it, hit a key and it should boot to the CD.
If the system will not boot to the cd, drop a WIN2k or NT disk in the drive and see if it will boot to those, if it will, you have a bad disk, if it won't... well that is where I cease to be of assistance.