Go into your BIOS setup (DEL, F2 or what your system prompts to enter setup) and check that the BIOS sees the drive and it's set to auto detect it.
Also check the boot priority and set the CD to the first boot option, as you will need to boot to a CD to install an operating system.
Then you will need a Windows (or other operating system disk) or a restore disk from the computer manufacturer to install and operating system.
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