Yeah if its really not going to work, then all you'd have to do is buy another cheap one.
Anyway, you work on Windows XP?
Simply restart the machine with the XP disc in, and it'll start booting it (it might ask, do you want to boot from the CD, so press Enter)
It will now start loading all the files needed and after a minute or so will come up with a menu saying where you want to install Windows.
Windows XP is best for NTFS since its a better file system than FAT32 since its newer. Though if the computers by any chance got Windows 98 installed on maybe another drive (just an example), Windows 98 wouldn't read the NTFS drive since its too new, though FAT32 will run on all.
You then select to install it on C:\ which is the default location, and it'll format your drive automatically for you, and then start installing the files needed.
It'll restart about 3 times in the installation process, and asks you for the time, etc to be inserted.
After about the third time, it'll be done and you can take the disc out and windows will boot up.
Note 1: If the disc doesn't boot up, then something just needs to be done to make it boot up first before the hard drive.
To do this, simply press the 'Del' key on the keyboard when the computer is starting up. What this will do is go into the BIOS screen.
Use the keys on the keyboard to select, Enter to go into menus, and Escape to go back from menus (I'm just saying all this, just incase you dont know)
Select the first menu that comes up, I think it is, and look for something that looks like this or something like it (if its not on the first menu, go back and enter the second one):
First Boot: ?
Second Boot: ?
Third boot: ?
Make the first boot be the CD ROM drive where the XP disc will be placed. Make the second boot the floppy drive, and make the third boot the hard drive.
This will make the CD rom be read first before anything else, so if the disc was in, i'd just start booting from it, which might be why it hasn't booted from the CD before.
Note 2: If its not any of the new windows and people here are assuming you have Windows XP, then Windows 2000 and newer windows like that will automatically boot up too.
If its an older windows like Windows 98 then you would need the boot-up disc.
I hope this helps
EDIT FOR KNIGHT:
Its a musical keyboard I was talking about. Not a computer keyboard
I wouldn't dream of paying that much for one of them, but to make music with, with excellent sounds, updatable features, big hard drive, 24 track sequencers, I want one!!!
I have a Yamaha PSR-350 at the moment, and its okay I guess (630 sounds), yet it only has a 6 track sequencer, 6th for a style.
It then only has 5 recording statuses, and has a limited space (i've exceeded it many times). It also only has a 32 note polyphony (notes played at once) and I exceed that alot too...