If you're starting the computer with a startup disk, select "Start the computer with CDROM support" and then at the command prompt, shift to the CDROM drive (say F

by typing
f:
and then navigate to the i386 folder with the
cd i386
command and then enter
winnt.exe
and press Enter to start Windows XP setup. If you have a bootable disc, simply press any key when the CD instructs you to and then follow the instructions on-screen.