You need to go into the BIOS to set the first boot device to CD second to HDD.
As you boot there will be a message "Press ... to enter setup" This ...could be Esc F2 Del or any other key
You might also get message press F11 to change boot order, My Omibook does this.
With the first Boot device set to CD save and exit. and reboot with the XP CD in the drive and follow the prompts to install windows.