|"I recently changed my cpu from a AMD Sempron to a AMD Athlon 64 4000+"|
Did you confirm that the new CPU was supported by your motherboard before you changed it?
"booting my computer for the first time with new cpu windows xp would not load up"
Changing the CPU should NOT have any affect on Windows loading, other than to possibly speed it up.
"when booting, before it comes up with a page saying do i want to start windows normally ect...there is a page that says press tab button so i did"
Did it say WHY you should press TAB or what it would do? It sounds like the CMOS settings are wrong. It would help to know the make/model of your motherboard.