Win XP pro not formatting

[ewsliquid]

Im having problems reformatting my HD. First of all i shut down my comp, go into bios, and cahnge the the boot device to cdrom. Then i insert the win xp cd.
It will not ask me to into setup or anything , it just goes ahead and loads windows normally. Can you help me PLEASE!

 

[AtTheGates]

I don't know what hardware you have, but some systems can't boot from a cd. You can try to set it up using a boot disk.