|Jam gave you the simplest solution here. If you have a new copy of XP Pro, then you should be able to boot the machine with that CD even if the computer has no hard drive at all.|
You are then given the option to pick a partition to install to.
(watch as the computer comes up, it will ask if you want to boot from CD - you have to hit a key)
If you aren't able to boot the machine with the CD, then you will most likely need to enter the BIOS when the computer boots, and change the boot priority so that CD is first.