You have to BOOT from the dvd.
To "Boot" a cd /dvd :
Start the pc.
Watch the white writing on the black screen. It will say something like:
F2 for setup
F11 for boot menu
(Your F numbers may be different) Press whatever key it tells you for boot menu.
A menu will pop up.
Arrow down to cdrom drive. Put the cd/dvd in the drive and close the tray.
Press Enter. A few secs later it will ask "press any key to boot from cdrom drive". Press Enter again.
The contents of the cd/dvd will start loading into memory (ram).
Windows does not start - you are starting the program on the cd/dvd instead. System Recovery Options