In order to boot to CD, you will often have to do one of the following:
1.) Go into the BIOS (normally tapping F2 or the "Delete" key immediately after turning the PC on). Normally there is an instruction at the bottom of the screen which tells you which key to use. You can then change the default boot order of devices.
2.) Go to the "Boot" menu, sometimes F12 I think, depends on the manufacturer. From this you can select what you want to boot up from now. This doesn't change the default.