This will depend on which version of OS X you have.
If you have an external DVD drive connected through FireFire, then you can install any version of OS X.
Simply insert your installer disk in that external drive, and restart while holding the letter C on your keyboard. Choose your hard drive on the destination screen, and follow the on-screen instructions to install OS X. If you have a blank, brand-new hard drive, then you will need to erase (or format) your hard drive - so stop at the destination screen, and open Disk Utility, from the Utilities menu. After erasing the hard drive there, quit the Disk Utility, which will return you to that drive select screen, so choose the destination, and continue with the install.
If you _don't_ have a FireWire external, and only USB, then you will only be able to install with 10.5. Older OS X versions can't boot through the USB bus.