|That's probably because your computer is set to automatically boot to the hard drive.|
What's the exact make and model of this computer?
Usually, you can press F2 or something like that which will open a menu. On that menu it will have a list of options, you'll want to select the one that says 'Optical Drive' or something like that. (Just note you have to have the disk inserted at this point)
Remember, reinstalling Windows will completely delete all of your programs and files.
User Info Page Biography for full specs.