Hello,
Do you have access to another computer with a CD-ROM drive? Also, do you have a Windows XP disc?
There are a few ways of installing Windows without using an optical drive. I've used the following guide and successfully installed Windows XP and Windows Server 2003 on several different laptops:
EEEguides.com: Install Windows XP on the Asus Eee PC (it works on non Eee PC's as well). You'll need a Windows XP setup disc and a large USB flash drive or hard drive.
A simplified, but screenshot-less guide based on the Eee PC guide is also available:
Installing Windows XP Using A USB Flash Drive | PC Tips .