Drivers for all simple storage devices are built into Windows so it's not a driver issue, there's nowhere to download such drivers from because Windows already has them.
You've either got a bad pen drive, or a "fake" (lots of fake 128GB pen drives appeared a couple of years ago of Chinese origin at dirt-cheap prices).
If it's not a fake & not faulty, make sure you've got the latest XP Service Pack (SP3) installed).
The pen drive is not fake, as it is working under win 7 but not under win XP. Hence proper driver may be required. I hv not tried under win XP SP3 yet. It may work.