|Subject has been done to death over the years.|
You need an external USB CDROM and the bios of the laptop must be able to boot from USB.
If the harddrive is SATA you will need to provide SATA drivers when the setup asks to press F6. You may need a USB floppy drive in order to load the SATA drivers.
I believe there are other options such as taking the harddrive out of the laptop and using another machine to copy the XP Install files. You then return the drive to the laptop and run the installation from the harddrive. I haven't researched all the intricate details.
You have not given any particulars of the machine you are trying to install on so we are left to guess.
Goin' Fishin' (Some day)