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I am having trouble setting up my computer to boot with the CD-ROM.
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Once you get into your BIOS setup-screen -- usually via the [Del] or [F1] key -- look for an item labeled "boot order" or something similar. On some newer BIOSes, you can select them individually: "First Device" and so on. The sub-menu screen these are under is usually labeled "Advanced Options" or similar. In most older BIOSes, the selections are shuffed on a rotating basis; of course, you want the CD-ROM to be first.

If you can't find the manual for details, go to the motherboard manufacturer's website and download it; they are usually available in PDF format. If you have never upgraded your BIOS, I would recommend downloading an update at the same time.

Worst case, post more details for more feedback -- you didn't give enough information in your first message for more than I've given here.