you need a bootdiskette that will run the cdrom and start the windows setup for you. Click the link I just gave and click on Windows 98 SE OEM | Alt - download the file.
When you have downloaded it to a directory you can find again - put a floppy diskette into your floppy drive, and double click the file you downloaded. This will make a boot diskette for you. DO NOT copy or save the downloaded file to the floppy drive. The file you are downloading creates the floppy diskette when it is double clicked.