To do this (assuming you have a bootable DVD ROM - i.e. one with
an operating system on it), you need to tell your PC's BIOS to look
at he DVD drive during the boot sequence and make this the first
drive to try and boot from.
To do this you need to get into the BIOS menue - you PC manual
will tell you how to do this but you can also try pressing the one
of the 'F2', 'F8', 'F9' or 'F12' keys while the PC is starting up
(before windows loads), one of these should work! - and change the
boot menue options.