I cannot use a virtual machine because my exam software that I use for school will not start up when using a virtual machine.
It requires DirectX 9? Huh?
I restart my computer and hold down the option key and the only hard drive that shows up is the Mac HD.
That sounds like your computer came with VM Fusion, and was not set up with boot camp. Please prove me wrong.
First, how many disk icons are on your Mac OS desktop? Is there just the Macintosh HD icon, or is there another disk icon labelled, say, "Untitled" or "Boot Camp".
Second, open /Applications/Disk Utility. Select your hard drive (not the Macintosh HD volume, but the actual hard drive, just above the Macintosh HD volume). Then click the "partition tab". How many partitions do you have. Does it show one HFS+ Journaled volume, or more than one partition and of what types.
Third, if you did see a second disk icon in step one, select it and hit CMD-I. What is its used and free space? Open it in Finder: is there a boot.ini file? A Windows folder?
Fourth--I should have thought of this first, sorry--some MacBooks have a bug that Option doesn't let you select an OS. So open Apple > System Preferences > Startup Disk and see if there is a Windows there for you to select. If so, select it and "reboot now" to boot into Windows. To boot back into Mac OS, you can either use the option key, or use the boot camp system tray icon to select Mac OS as your startup disk.
Finally, did your computer come with a Windows XP CD?