Please tell us your motherboard, hard drive, and where you downloaded the disk/s from (URL only - I don't enjoy attachments that are measured in megabytes).
My first instinct though, is that you need to change the boot order so that your first boot option is the CDROM. If that's all okay, then you probably burnt the ISO image to CD, instead of burning the ISO (the image sticks <file>.iso on the disk - the ISO will put what's *in* the image on the disk - sorry, I know I'm re-inventing some jargon here, but I'm not thinking correctly... my mind is busy buzzing for no apparent reason...)
