Restart the machine and hold down the OPTION key and see if you get any further choices of OS to boot into.
If you do not, insert the OS DVD and shut down the machine. Restart holding down the "C" key. This should launch the OS X installer. At this stage you would probably be better off formatting the entire drive and installing OS X.
You can always use BootCamp and reinstall XP once you have OS X installed.
Let us know how you get on
I bought Mac Book Pro but not new. I got all the discs with the laptop. On laptop its only windows XP installed. When I put MacOs dvd and want to install Mac OS it boot to windows. I tried to pres alt and choose where to boot, but I have only option boot to windows or boot windows disk. I am novice in this and this is my firs mac. I need help how to install MacOS.