From a security standpoint you should be careful where you buy software from. You never know what devious things might be pre-installed... The only place I would even think about installing or using a Linux Mint DVD from is the Linux Mint organization directly. You can easily download the image file from Linux Mint's official page and burn it onto a blank DVD or USB drive. The image file is a *.ISO file that is the entire DVD file structure in a format that can be burned as a bootable DVD. There are a number of different tools that you can use to do this on Windows XP (I don't know if XP has the 'Burn Image to Disc' option or if that came later). Windows 7 and later I believe you can simply right click on the ISO file and click Burn Image to Disc...
Download the image file from Linux Mint:
32-bit for older machines:
64-bit for newer machines (if you have a multi-core processor like a core2duo or an i3 or above you are probably safe with this 64-bit version):
I prefer to use the torrent download as it is very fast. I also like qbittorent as a bittorrent client as it is very lightweight, open source, and without ads (it also is available for Linux when you get that working):
Burn a DVD:
Once the ISO is downloaded, insert a blank DVD and see if you have an option to "Burn Image to Disc...", Windows 7 and up should have this feature I believe.
If you do not have the above option you either must burn to a USB Stick or acquire software that will burn the image to a DVD.
Free ISO Burner looks like a good option, though I have never used it:
Once you have burned the ISO to the DVD you can then boot from it as you would normally do with an installation DVD.
Burn to USB:
You will need to download Win32DiskImager:
Once you have installed Win32DiskImager you can insert a USB flash drive
Open Win32DiskImager and select the ISO image as the source and the USB drive as the destination (BE SURE YOU SELECT THE CORRECT DESTINATION DRIVE!)
Click write and it should begin writing the ISO to the USB drive. Once this is done you can eject the drive and you now have a bootable Linux Mint USB Stick. This stick will operate the same as the DVD, you will just need to select it at boot either through BIOS or your BIOS boot menu.