check list:
have u got a bootable windows xp cd?
(pretty sure) your BIOS should support booting from CD. so you could set the boot sequence as CDROM/C/A or whatever as long as CDROM comes first. (to go to BIOS, press DEL when starting the computer, u may know it awready

)
after those things are okay, insert the CD into the selected drive (DVDROM in ur case) and restart the comptuer.
pretty sure the Windows XP setup should start.
GOOD LUCK!