Are you trying to install Windows Vista? With the boot priority set to the DVD, it should come up with "press any key to boot from DVD" (you must press a key), and it should boot. A couple of things you can check - the DVD drive may require to be set to legacy IDE mode, where the HDD (or SSD) should be set to AHCI. If you can't set it to mixed mode like that (my setup allows SATA 1-4 to be AHCI, SATA 5-6 to be Legacy IDE), you might need to create a bootable flash drive to install Windows.