Creating a XP SP2 slipstream CD

Copy the Windows XP cd to a folder, like C:\WinXP_CD.  Expand the service pack with the /X switch. If you expand it to c:\WinXP_SP, then:

c:\WinXP_SP\i386\update\update.exe /s:C:\WinXP_CD

Now burn the C:\WinXP_CD folder to a bootable CD.

Install from this new CD.