Windows XP doesn't have native SATA support so it doesn't recognize SATA drives upon instillation (usually). There are two way to go around this problem.
1. Buy a SATA to IDE adapter like this one and then install XP. Once installed, you can remove the adapter without worry. May need to adjust your BIOS to recognize the IDE connection first and switch it back to SATA connections after XP install.
2. Slipstream the SATA drivers into the actual Win XP installer disc.