Hello,
If you have Windows XP and wish to install if fresh, you can simply boot into the Windows XP Installation CD and select to install Windows XP. You can then select which partition to delete or modify, and Windows XP will automatically format before re-installating.
If you are trying to rid of problems in Windows XP, then you could also do a Windows XP Repair. Simply boot into the Windows XP Installation CD, select Repair and it will only re-instal system files...but not touch personally created data files. However, this method can fail to fix issues in some situations.