I don't run XP so can't help you. I can tell you that HP never shipped recovery discs for XP, but you can order them. A couple of years ago they were 25 bucks.
HP doesn't ship disks for XP? I have never owned an HP, but that would be criminal to me.
This is why I build my own with full applications, not image disks. I support Dells at work.
I believe I paid 40 for mine a few months ago. Plus having to pay for tech support for 2 weeks just to talk to someone I couldn't understand through their heavy accent.