Here's a nice guide with screenshots for each step.http://www.microsoft.com/windowsxp/using/setup/winxp/install.mspx
There is sometimes an option during boot, to access the boot menu. If you see that, you can go into the boot menu, and choose the CD/DVD drive. With your legal version of XP in the drive, on restart, you should see the 1st screenshot from the link. If you don't have the boot menu option, tap the delete key repeatedly on startup. That will take you into the BIOS. There you will see an option for the First Boot Device (it may be within an option called Advanced BIOS options). Choose the CD/DVD drive as the first boot device, save the changes, and exit. With the XP disc in, when it restarts, you will see the first screenshot from the guide above.