Ivan's right. The instructions I wrote assume you are using Windows 98. If it's Win95, you will need to make sure you have not only the DOS drivers for your CD-ROM but also a copy of MSCDEX.EXE.

Also, once you've booted, to find the drive letter that is now your CD-Rom, just try different letters by typing in D: and hit enter or E: or F: and hit enter. To view the contents of the drive type dir/p. When you find the contents of the Windows CD displayed you'll know you have the right CD-ROM drive. Then just type SETUP and hit enter...remembering to change the boot drive back to drive C.