---Before you begin---
Make sure that CD-ROM (or USB if you are using a USB pendrive) booting is enabled and before the hard disk in the boot order. For USB, you may have options such as "usb-zip", "usb-floppy", and "usb-hdd". Just experiment until you find the one that works for you. You may also need to enable USB keyboard support, for some boards.
If your board is not capable of booting from CD-ROM (or USB), you will need to make a Boot floppy! Just head over to one of the mirrors and grab the latest boot-x.x.x.img (or boot-usb-x.x.x.img). It should be in the "current/" directory.
In linux, you can create a boot floppy by typing
***Code Sample***
dd if=boot-X.X.X.img of=/dev/fd0
***End Code Sample***
As far as windows, may I suggest John Newbigin's RawWrite for Windows. It's available at http://uranus.it.swin.edu.au/~jn/linux/rawwrite.htm and is a lot easier to use than the original command-line based rawrite2.exe. If you are capable of booting from CD-ROM or USB, ^_^ you're good to go!
Just pop in your CD or USB and go!