If you are installing Windows XP, insert the CD to the DVDROM and go for a new installation. The computer will reboot and launch the Windows setup.
If you have got two hd partitions, and installing Windows 95/98: then copy the whole CD to the other partition and reboot the computer. Assuming you have got DOS because you have Windows 95/98, press F8 when rebooting and go for command prompt. Access the other hard disk. I am sorry I am not sure if the format command works in this method. But hopefully it should work.
Back your data first !
C:\ D:
D:\cd Win98
D:\Win98\format C:
D:\Win98\setup.exe
Just another option, if the circumstances match yours.
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