Boot from the installation CD, by inserting the CD watching the bottom of the screen and pressing a key when you see the, "Boot from CDROM press any key", prompt, you have 5sec to do so, if the CD won't boot see Note1.
If necessary use F6 driver loading feature on initial boot if SATA drivers are required, you'll know SATA drivers are required if after the F8 screen Windows cannot find a HDD, see Note2.
After the MSFT F8 agreement screen, follow the directions to delete the primary partition, and continue with the installation, formatting the HDD
[Note1: May require entering the BIOS, by either holding down the Delete or F1 key on booting, and setting first boot to CDROM 2nd Boot to HDD, save and exit.]
[Note2: If SATA drivers are required they will need to be downloaded from the M/B manufacturers website, written to a floppy disk, and installed when the XP installation asks for them, most all website downloads for SATA are automatic floppy disk creators, just put a blank floppy in the floppy drive, and execute the creator application, if you don't have a floppy drive, Houston we have a problem! Post back for further instructions]