You don't. XP CDs are boot able and contain what you need to run the
Recovery Console or do a Repair Install
However if you XP Pro you can use the Backup program to create an ASR
(doesn't work for Backup program in XP Home version)
If you need a floppy to enable you to boot into Windows if the boot files
are damaged go here http://support.microsoft.com/default.aspx?scid=kb;en-us;Q314079