You need to delete the partition that the 1st install created, and reinstall windows. It didn't finish the install, so it can't boot into windows.
Actually I found another work around. It seems that the Gigabyte board I have ask you the question in the beginning if you want to change the SATA drives from IDA mode to a hot swap able mode. I chose yes and this confused windows xp for some reason. I used a jumper to reset the CMOS and reinstalled windows. It installed with no problem after I did that.
Thanks for the response.