You can't simply format the drive that your current/running OS is using from within that OS. You would have to boot the system from that CD you made, and proceed with the partitioning/format from there. To do that, you'd have to insert the CD and make sure the BIOS is set to boot from CD first (before it boots Windows from the HDD). You can change the boot order in the BIOS, just press [Del] (or F1/F2/F10, depending on your BIOS) at the initial boot screen. If the CD doesn't boot into Linux oce the boot order in the BIOS has been changed, the CD may not be bootable.
Since you have two hard drives, you also have the option to simply disconnect the Windows drive and save it just in case you run into issues, or don't like that flavor of Linux. You can then install Linux on the second drive. Some distros can be setup to even share the Windows drive.
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