Hello,
This is a very common problem. Do you have a SATA hard drive? If so, then it's likely because you have a SATA hard drive, and you need to install the SATA driver.
If you have a floppy disk drive, you need to get hold of the SATA driver, save it on a floppy disc, and install it when prompted to at the start of the setup process.
If you don't have a floppy disk drive to this this, it is possible to install Windows XP on a SATA hard drive without installing a SATA driver, by disabling 'SATA Native Mode' in the BIOS (nearly all BIOS' have this setting) to emulate PATA mode.
Of course, this means that you won't benefit from all the SATA features, but it is possible to install a SATA driver in Windows XP and then enable SATA native mode when Windows XP reboots to apply the changes.