What happens? You're going to need to tell us what goes wrong... kernel panic, what?
To start it, generally, you insert the CD, and reboot. You'll need CD to be before your hard disk in your boot order, which is usually found in the BIOS settings. If your computer doesn't start booting windows, and brings up some sort of Knoppix-ish screen, this is correct. This screen accepts boot parameters, if you don't touch anything it'll use the default after a few seconds delay.
