First of all strash... Welcome to VectorLinux! Well to the forums anyway!

We'll get you up and running in no time. You'll find we strive to help out whomever needs it. Especially people like you that have no prior knowledge of Linux. So stick it out, and you will NOT regret it. Besides... for selfish reasons, I can't wait to hear from you how much better that PC runs VL Powered.
It may be a bit tricky for us to tell you exactly how to set your BIOS as they are all so different. We can help, but it's up to you to poke around and at least tell us what you see.
When you boot your computer there will be a very basic display. Maybe some sort of graphic, but most likely words. Often you will see some text telling you to press a certain key to access setup. On mine the key is "delete". Some computers use "F1" or "F3". Sometimes it takes many tries to get into your BIOS. Some computers are fussy and expect you to hit the key at a exact moment.
Once you get in to your BIOS, you will know it. It looks very alien. Usually the first set of settings you will come acrossed is the time and date settings. Somewhere on the screen there will be text explaining what keys to use to navigate and change things. Often all you need is the arrow keys, plus and minus keys and the enter key.
Navigate around until you find settings about "First boot device" "Boot Order" or something like that. Usually the device boot order is: Floppy, hard drive, and then CDROM. Swap things around until CDROM is the first boot device.
I can't tell you exactly how to save your BIOS changes as they vary. Once again there should be some helpful text explaining what keys do what. I would expect you would have to hit "Esc" to get out of the settings you just changed. Then probably a "F Key" maybe "F10" ? to exit and save changes. It will or should ask you Y or N about the changes.
Save those settings and your computer will restart. Make sure the VL install CD is in the drive if you want a real OS installed!

It is possible your computer is too old to support booting from CD. There are workarounds so don't panic.
Let us know how you're making out.
One tip if you don't mind. If you are not going to dual boot, make sure you have access to a computer with internet. You might need us as a safety net if something goes haywire!
Good luck!