I screwed up while installing windows

I have leopard and I am installing windows xp.
Like an idiot I didn't realise there were instructions that I was supposed to print out, but I found them on the internet.

I got to the stage where I have to 'select an NTFS or FAT format'
Except I clicked 'Leave the current system file intact'

The MacBook said it was going to restart in 10 seconds, and now my screen in black with white writing that reads:
Press any key to boot from CD...
Disk error
Press any key to restart

Only no matter what I press nothing happens.
I have to turn the power off and back on, then it goes to the blue screen saying its installing files and then I end up in the same place.

How do I cancel this installation completely ans start again?
Or is there a way to get back to the 'select an NTFS or FAT format' and change my settings?