cant install windows while in my bios, new built computer please help

Set cd as first boot device, hard drive as second. Insert xp or vista disk in cd rom drive. Save and exit bios. When "press any key to boot from cd-rom" (or something along that line) shows up hit a key to boot to windows install program. Install windows.
Depending on your board and hard drive config you may need to load sata drivers if your installing on a sata drive. Most new boards don't need this though.

Dont worry about making any other bios changes until windows is loaded and running properly.