What service pack is included on your XP Pro CD ? Unless it's really old it probably already has SP1 or SP2. Follow these instructions :
http://www.winsupersite.com/showcase...slipstream.asp
Despite what they say it should work with an XP SP1 CD. If there's no service pack at all on your CD then download
SP2, and slipstream it first (follow steps 2 and 3, just replace the file names accordingly). Then restart at step 2 with
SP3. Make sure you use nero as instructed to burn the final CD or it won't be bootable.