Are you sure it’s booting from the CD? If not, enter Setup (as it’s first starting to boot) to configure the boot devices so that it will boot from the CD-ROM drive before the hard drive(s).
Many PCs, even when they detect a bootable CD, will tell you to press any key to boot from the CD. Then, if you don’t press a key within n seconds, it will skip the CD and go to the next device on the list (usually the hard drive).
At any rate, if it’s doing the same thing it did when booting from the HD, it’s probably still booting from the HD.
So, as for your question, definitely trying to boot from CD, and that is definitely being selected, but it's more a question of whether the stuff on the CDs are bootable. The one in your link seems to be (it is running a memory diagnostic currently--there are so many options and unfamiliar with computers, so since it had 'Windows' and 'memory' (which seems as though it is a big thing which could cause a blue screen) the Windows memory diagnostic was selected).