Microsoft Windows XP SP1 Doesn't Support PciE Video Cards Out of the box. the drivers needed to run the pcie videocards are bundled with SP2. Do you maybe have an onboard video processor/Chip? If you do, install xp using that chip for initial basic Video function. Then install sp 2. Once the install is completed Turn off your pc, unplug the PSU and install the GPU. If this doesn't work either your power supply is not powerfull enough(in Lehmans Terms) or you Gpu Is fried.
Good Luck
Wait Are you Trying To install XP or Vista?
System Specs Would Also Help.