"Press any key to boot from CD" is a Windows installation prompt. If you're seeing it like you say, it means that something did not go quite right during your Windows install and you should start it over.
As seanc says, hold the alt key when you hear the chime and then choose OS X when you can. This will take you back to OS X and you can use the Boot Camp Assistant to drop back a bit and regroup. I think deleting that partition and starting over is the best choice, as you don't know what goofed up this last time. Removing and then remaking that partition will start you out without any "baggage."