Hi mdbr2020,
There's another BIOS option screen where you can choose to set the CD-ROM to be the first boot device (I forget which one, maybe Advanced CMOS Setup?). After you do that, put the WinME CD into the CD-RW, Save and Exit...the system will reboot and it should boot from the WinME CD in the CD-RW. The drivers for the CD-ROM are on the WinME CD already.

Cricket