Compaq Desktop PC / BIOS Settings Locked?

I made the huge mistake of deciding to wipe ME and re-load an operating system (XP) onto a Compaq destktop PC (800mhz).To cut a long story short, with the re-formatted hard drive installed (NTFS), upon trying to get the PC to boot from the CD ROM to install XP it will not go any further than telling me that it cannot detect an operating system. It doesn't want to let the bootable CD ROM take over, although you can hear the CD ROM spinning, as if trying initiate a boot-up. I have tried everything - trying different CD ROMs, different ribbon cables, unplugging other hardware etc etc, but it always stops at the aforementioned message. When I go into the BIOS to see if I can alter the settings to force the PC to only boot up from the CD ROM (and try other things), the command (F10) to make changes, or to save the changes and exit will not work. It is as if the feature has been locked to stop anyone altering the BIOS settings. I haven't come across this before.