When you're booting the machine, get into your BIOS by tapping either the F2 or DEL key (it differs by manufacturer)
Then change the boot sequence to place the CD-ROM before the HDD in your sequence so it checks the CD first, and then if it doesn't find a bootable CD, it will boot your HDD normally. This only adds a fraction of a second to your boot time and greatly increases the flexibility of your computer.