I would think the following issues starting from the most simplest. Please dont think I'm being patronising...:
1. When it says "press any key to boot from CD", you need to do this.
2. Your CD/DVD isnt bootable
3. Your CDROM/DVDROM drive doesnt work
Now these are the most obvious and in most cases, the farthest that it usually goes. Usually a change in the DVDROM drive would resolve this at the most. But worst case scenarios you would be looking at a motherboard and/or CPU and/or memory. You shouldnt need to go that far though so I would suggest remaining optimistic about going as far as a DVDROM drive.
Hope this information helps...
Kash
April 2008
howtomendit.com for free repair help, information and advice.
Try fixfault.com to fix notebooks/laptop pcs.