It may mean that you need to run CHKDSK outside of normal Windows mode.
What I'd highly recommend: Run CHKDSK /P from within the XP Recovery Console
!
Set pc BIOS to boot from CDROM. Place the XP CD in drive. Reboot from the
CD.
Select the first option "R" Repair/Recovery Console.
Select your Windows partition by number. Usually it is 1 .
Login to XP with administrator password.
Then run CHKDSK /P from the command line. (In Recovery console /P replaces
/F ).
Run it once (or repeat) until it shows no errors. Run CHKDSK for each drive
on your system.
CHKDSK /P :X where X is letter for disk drive
References for Recovery Console:
Description of the Windows XP Recovery Console - Article ID 314058
http://support.microsoft.com/KB/314058
HOW TO: Install and Use the Recovery Console for Windows XP
http://support.microsoft.com/KB/307654
To exit the Recovery Console, use the EXIT command.
(Reset your BIOS to boot as normal, from the C hard drive).