In partition magic i belive there is a way to start an install. Otherwise i would wait untill you see the dell logo at startup and then perss the F12 key to get the boot menu option and choose the CD-ROM. If that does not work you might have a option in the bios to install a OS. Other then that i would make sure your copy of windows is bootable.

Make sure you are using the Master dvd/cd drive, if you have 2 drives. Normally that's the upper drive, the one at the cable end. http://www.microsoft.com/windowsxp/using/setup/learnmore/multiboot.mspx