The only thing you might do in the BIOS/CMOS Setup is to: 1) Check to make sure the hard drive is being detected, 2) if the option is available, reset everything back to Factory Defaults, and 3) set it so that the laptop will attempt to boot from a CD/DVD before the hard drive. That's it, save your changes and exit.
Now boot it from a Windows XP CD and follow the onscreen instructions.
Warning: This laptop will be *-s-l-o-w-*. It's running an ancient Pentium III and maxes out at 512MB of RAM. The video is also severely lacking, (max 16-bit color and 8MB of RAM). See the following Gateway page for more info: