Setting the Boot sequence strongly depends on the BIOS as each device can have different steps. Here is an example how to set the Boot sequence in Dell Systems.
All modern Computer Systems manufactured in the last years, support boot from cd feature, but it may be required to configure this feature in bios or previous owner of your computer system may have disabled this feature or may have changed the boot priority sequence)

When you start your computer, check the boot-screen for setup key, In most newer pc it will be DELETE key, so make sure to check it.

On some Dell Systems you can enter bios by pressing F2

Now choose Boot Sequence and then arrange 1 to CD-Rom by pressing – + and press space to enable it
Press ESC and choose save settings and exit

Dell – Dimension 8100

Intel Pentium 4 Processor: 1.30 Ghz
LEVEL 2 Cache: 256 KB Integrated
System Time ……………….
System Date ……………….Primary Drive 0 ……………
Primary Drive 1 ……………
Secondary Drive 0 ………….
Secondary Drive 1 ………….

Boot Sequence ……………..

* 1. IDE CD-ROM Device

* 2. Hard-Disk Drive C:

SPACE to enable/disable | +,- to move down/up

System Memory ……………..
AGP Aperture ………………
CPU Information ……………

Up/Down to Select | SPACE +,- to Change | ESC to Exit

On some Dell Systems you can enter bios by pressing F2

Boot Device Menu
‗‗‗‗‗‗‗‗‗‗‗‗‗‗‗

1. Normal
2. Diskette Drive
3. Hard-Disk Drive C:
4. IDE CD-ROM DeviceEnter a choice: 1

Sometimes you can press F12 to temporary boot from cd on some Systems
Some Computer has Option to temporary boot from Cd/Hdd/Floppy/Usb Device, Just keep tapping the F8 button to get Boot Menu and Now choose your manufacture of CDRom.

For more information, please refer to the following links:
http://www.hiren.info/pages/bios-boot-cdrom
http://www.computerhope.com/issues/ch000192.htm