The BIOS setup is entered during a reboot of the computer, and never
directly from within XP.
Reboot and look for some hint like "press DEL to enter setup" long before
you get any message about XP. Each PC/motherboard has a different key or
key combination to enter the BIOS setup. F1, F2, and DEL are popular, but
there are several other possibilities. Usually it is easiest to read the
motherboard or PC manual (if you have one). Note that if you do not have a
manual on paper, look for one on the CDROM that came with the motherboard or
PC, or even on the hard drive of the PC. These are usually PDF files, but
sometimes HTML. Or, check with the motherboard/PC maker's support website.