debian on a thinkpad

[mr@xosoftware.dk]

Hi,
I am trying to install debian on a ThinkPad T40. I have a hard disk with XP
installed, which I want to delete. I have bootable cd-roms with debian on but
when I turn on the computer it doesn't boot from the cd-rom -- the bios should
be set correctly, that is, with cd-rom at the top of the list. Instead it boots
directly into XP. Does anyone know if I have to do something particular in order
to circumvent the XP boot?
I have tried a couple of other distributions also with the same result. Only
difference was when trying with a commercial cd-rom from Corel. I booted but got
ejected after the first welcome screen.
Thanks
Martin