What do you mean by nothing happens when you press F2 and select cdrom? Did you insert the Windows cd?
The best solution would be to reinstall Windows XP. Insert your Windows CD into the cdrom and then do a restart. Press F2 and then bootup with the cdrom. It should work since the Windows CD is bootable.
Follow the on-screen instructions on the installation. They are quite staright-forward.
After you have installed windows, you need to install all the drivers for your hardware. The best place to get the latest drivers is by going to the Download tab up above. Select your system and all the available downloads are there for you.
You could also press F12 and boot the CD-ROM from the one-time boot menu instead of through the BIOS if that is not working. Make sure the Windows CD is in the drive.