The BIOS.. on Windows.. the BIOS handles the initial boot-up and device management, you access it from startup on most computers (even Macs, I think).

The only way I can think of to get rid of Windows and reinstall OS X is to do things my way: get a Linux CD and delete the partitions with gparted or a similar partition manager. Also, OSX not booting off the CD may be a boot sequence error (where you set the order that the computer checks for things that it can boot off of in the BIOS - the Hard Disk should be last, in good practice).