You need to go into bios set up and make the CD rom drive the 1st boot device... not the hard drive, otherwise it will continue to boot from hard drive, you can make the hard drive the 2nd boot device or disable it.
During the Xp installation you come to a point that say's 'Please remove the disc' and the computer reboots, with no CD disc in the computer will then boot from the next alternative drive - the hard drive (2nd boot device)....
... if you wish at this stage simply go into bios and set the hard drive as the 1st boot device, the rest of the drives can be disabled, since you will not be using these as a 1st boot device .... or you can do this after the end of the installation, as from now on you'll be booting from the hard drive.
Don't forget you'll need the mobo chipset drivers after Xp installation.