Booting from CD - Dell Latitude CPi

I'm not sure if this should be posted in the 'laptop' section or the 'Windows XP' section, but here goes.

I have a Dell Latitude CPi laptop and I don't have the BIOS password for it as I bought it some years ago from a seller on eBay. I want to reinstall Windows XP and have a CD.

The boot sequence is set at floppy, then HDD and then CD-ROM, in that order and I cannot change the sequence as I don't have the password and Dell won’t give it to me. I cannot reset the BIOS password by removing the CMOS battery as Dell store the password elsewhere in the machine.

The laptop has a swappable CD-ROM and floppy disc drive, so you can't use them both at the same time.

I've tried formatting the HDD and then starting the laptop up with the Win XP disc in, but I just get a message saying "No operating system" and it won’t look at the CD-ROM (3rd boot device).

I've tried running FDISK and removing the partition on the HDD and then rebooting which results in the message "Invalid system disc." and again the it won’t move on to the CD-ROM.

If I remove the HDD altogether then it will boot from the CD-ROM, but of course I can't actually run the Windows setup as there’s' no HDD to write the installation to.

My question is this:

What do I need to do to the HDD so that the BIOS will detect it, realise it does not contain an operating system and move on to the CD-ROM?

Alternatively is there a way (using the floppy drive) to install the necessary files on to the HDD to allow it to give me the basic commands to run the setup program on the Win-XP CD-ROM.

Any help would be very much appreciated.