That's strictly and 100% a BIOS-thing, where to boot from. All BIOS'es have an option to define the boot sequence (set it to DVD-first, hard-disk-second). Some BIOS'es have an option (by pressing a function key early in the boot) to let you choose interactively by presenting a 'boot menu' with all bootable devices. With my MSI-motherboard, that's F11 (but with you that might be different or non-existing).
The usual reason for not booting from a cd/dvd are:
1. the disk isn't bootable or damaged (check on another PC) - sometimes it helps to burn a fresh copy
2. the drive is defective
3. the drive isn's selected as the first boot device.
Since you say it isn't 3, it's 1 or 2.
I made the mistake of installing windows 8 without creating a separate partition. I have tried to boot the pc with the cd drive as the first option, but windows 8 starts before it gives me an option to boot the windows xp install disk. I tried to delete windows throught command prompt, but it tell me access denied. Not sure what i'm doing wrong here, please help. Thanks