|You don't need a CD other than your Windows XP CD. You can even format some drives without that even.|
Go to Computer Management and select Disk Management and you can format any drive from there except the system or boot drive. If you wish to format either of those drives you need to boot from the Windows CD. You will need to do a installation if you format the system.
No motherboard CD will have formatting facilities on it. Formatting in an Operating System function and is different for each Operating System .