To do CHKDSK in Recovery Console, you need to boot with your XP install CD. Choose R for Recovery Console. It will scan for a previous installation in your HDD. If it finds one, it will give you a prompt. Details in Method 2 of this page:
http://support.microsoft.com/kb/811150
Btw, are you doing a downgrade from Vista to XP? If so, you could be using SATA drives and you may need drivers in XP so you HDD can be recognized.