OK.
1. Do you have the Windows Installation CD?
If so, which version of Windows CD do you have?
2. Here is a list of command keys for various computers...
How to access/enter Motherboard BIOS
I suggest you try the F10 key.
Reboot the computer. When the company name, Compaq, displays on the screen, a cursor should appear in the upper right hand corner of the screen.
Press F10, and instead of booting normally, you should see the setup screen for the Compaq's BIOS. If F10 doesn't work, try one of the other keys shown in the provided link.
Once in the BIOS, check to insure that the CD drive is the first bootable drive.