Some computers don't load the bios with Delete. Try pressing all the keys until it loads. Also, I'd reset the bios by jumping the reset pins or pulling the battery out. Some mobos require you to place the plastic jumper on the reset position and actually power it up, wait, turn off, and place back to the "save" setting.
Once you've done this you have to change the boot sequence to the DVD-rom in 1st position so you can reinstall windows.