You can only purchase OEM software if you bundle the it with hardware. Stores are not allowed to sell you OEM without hardware to go with it, so you won't be able to just walk in and buy just a copy of XP Pro OEM. If you can, that store is actually in violation. I think retail copies of XP Pro will be pretty hard to come by now.
License agreement aside, you are able to keep your OS and settings going from Home to Pro. I've done it many times and you perform what's called an in-place upgrade.
MS Article on how to do that -
http://support.microsoft.com/kb/315341 (Method 2 in the "reinstall Windows XP" section)
Be sure to backup your data just in case, and also update with latest service pack and updates right away afterwards