How do I "downgrade"

ok, somewhat of a noob when it comes to OS installations but recently I have become fed up with the copy of vista I have on my laptop, and i decided to move back to xp. the flaw in this is that unfortuntaly I have lost the disk howeveri still have the cd key, so I downloaded a copy of xp as if i was going to crack it and tried to use that with my cd key BUT when I mounted the image on deamon tools (and went through the user account control to let setup go ahead) a menu appeared that gave me the options that i think it was supposed to, only the one which said "install windows" was blanked out, which caused me issues with installing as you can imagine I would quite like to do a clean install of windows only im not sure how. so.... um... yeah thats my problem and can anyone work out what im doing wrong (and if its impossible to do what im trying to do that would be good to know as well (also pls don't comment on my lack of paragraphs my brain doesn't seem to comprehend them)

ok, thnx what is a good program to burn it with?

and how do i set it to boot from the cd? (as an afterthough, I haven't tried yet but i might as well ask now)

ok thnx for the replies, i'll try those steps (now i just need to borrow my brother's memory stick to transfer stuff... that could take longer than installing xp)