Install then do all updates, ie sp3 and any security updates since. When satisfied XP is installed properly, then do any and all driver updates.
Download CPUID HWMonitor and prime 95. Install and run HWMonitor Note that temps are resonable and voltages are within +/- 5 % (+12V no lower than 11.6 - spec is 11.4, and +5 No lower than 4.8 - spec is 4.75. Temperatures are for idle, so leaving HWMonitor up, run Prime 95 (Blend test - default). This will test CPU and Memory. It also will let you see what temperatures you can expect under full load. It also will stress the +5V/+12V railes - So recheck the Minimum voltages to see that they are still within specs.
Finally install your programs
This is the Sequence I follow.