You don't say what you are doing, so I can only guess that you're trying to
setup Home from within Pro, which won't work.
You need to boot from the setup CD. Methods of doing this vary, a message at
startup may tell you to press a particular key for boot options.
Note that you cannot downgrade, you must do a fresh install. This will lose
your data, so back it up. You will also need hardware-specific drivers if
your computer is recent. Download these first.
Here again it's a question of hassle versus cost. A Pro licence-key would
cost a little more but would be a five-minute job to enter and activate.
BTW, If you bought the computer in good faith and it had no COA sticker (or
other form of licence) contact Microsoft's piracy line, they may be able to
provide you with a remedy.
