That's not a Windows XP problem. It's a BIOS problem at most. What happens if you press F12 immediately after booting without waiting for the not-appearing prompt.
Also, you can try to find the key that brings you into the BIOS-setup. Then make the DVD the first device to boot from.

If you only have a CD-drive, it won't work. Windows 7 is on a DVD, not on a CD.

Kees