I just downloaded the Linspire Live 4.5 ISO and I burned it to the cd.
I have Windows XP but when I try to reboot my computer, it just starts regularly with Windows as the OS.
Can anyone fix this?

Your computer needs to be able to boot an operating system from a CD for this to work. (Very old ones do not)

Put the CD in the drive and close the drawer. Re-boot your computer. It should give a message to the effect of "Press DELETE to alter BIOS settings" keep pressing the key stated until the BIOS setting page is displayed. There will probably be a menu to select from several pages of settings. You need to find the one for altering the boot order (A: C: etc.) You need to set it so that the first (or only) one is "CD". Follow the instructions on screen to change the drive and save the new settings.

The computer will re-boot and load the operating system from the CD.

Unfortunately computers vary a lot and even the terminology used varies.