Help me install WindowsXP

I got a new lap top for Christmas Dell Inspiron 9 mini and as you may know it doesn't have a CD drive, but I have an external CD drive to use. When I insert the Windows XP setup disk into the drive it doesn't start the setup it just show me the contents of the CD. I've tried to click on the setup icon with the file extension .exe and it won't start but jeust tell me that there is no application to run the program and i can't boot from the removable devices either. SOMEONE HELP ME PLEASE.

 

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