Chances are it's not recognising the CD as a bootable device. Try again and this time, tap the Function 12 key and see if that shows a boot option menu fom which you can choose CD or optical drive.
If that fails, try restarting tapping the F2, and the Delete and Escape keys. One of those should bring up the BIOS menus, one of which will be Boot options. Choose the CD or optical drive. When it boots there's only a few seconds to respond to the messge "Press any key to boot from CD".