Are you planning on having this drive as your primary harddrive?
If so plug it into the computer, make sure you have the right jumper settings, if you're unsure use the Cable select setting.
Turn on your computer, go into your bios (also called setup), check your boot option make sure ATAPI or CDROM is before C:, pop in your windows XP cd, exit your bios (saving if necessary) let it boot up via the cd. Follow the instructions from there.
AMD Athlon 64 3000+ (Overclocked to 3300+)
1GB PC3200 DDR
2x200GB Seagate SATA RAID 0
BFG 6800GT OC w\\128MB Ram
2x 19\" Samsung 930B LCDs