You may be thinking of Vista.
XP OEM setups are always set to admin, as is a fresh install on a blank drive.
Please provide a pic of where in the XP setup procedure it tells you not to run as admin.
Not Vista, I don’t touch Vista. It might depend on the what patches you’ve got and the overall security setting. I just went through a user setup and it defaulted to Power User to make an admin you have to pick Other and select Administrator from the drop down (which of course it defaults to because that’s first in the list, MS always finds a way). Then I went poking around the MS website and found a tutorial from 2006 that showed a completely different set of dialogs for making a user, and that one did default to admin.
I’m not running through a complete install just to get the opening message that says not to run as an admin to post for you. I’ve got better things to do with my life than run an XP install.