When you first turn your PC on, look down at the bottom of the screen, you should see something that says "Hit the del key to enter setup" or "hit F2 to enter BIOS" or something like that. Hit the key it tells you too and you'll come up to a blue screen (probably anyways, it may be gray or something) with a bunch of options. Find something that says "boot list order" or "boot from device" and make sure CD-ROM is set to be the first thing it boots from. Hope this helps!
What exactly are you trying to boot from? If you burnt it yourself, it may be a bad burn, try burning it again at a slower speed and possibly a different brand of CDs.