There's a piece of software that runs at switch on time that sits inside special chips in the machine called the BIOS - you can set it to boot from the machine's hard disk or from somewhere else - a CD for instance.
You may (just may) have an operating system on the hard disk - if not you're a bit scuppered until you can get a CD and the OS media.
To change the boot priority go here...
http://www.hiren.info/pages/bios-boot-cdrom
Good luck...
Peccavi, January 2010