That's not a Windows file, it was likely install as part of something else.
The only way around this would be a new install but you will need to format
the hard drive and install clean as follows:
NOTE: you will lose everything on that drive.
Boot with the XP CD in the drive. When you see the message on the boot
screen to "Press any key in order to boot from the CD," do so.
After loading drivers and files, you should be taken to a screen with the
following:
To Setup Windows XP now, press ENTER.
To Repair a Windows XP Installation using Recovery Console press R.
To Quit setup without installing Windows XP, press F3.
In your case, press ENTER.
Agree to the License agreement by pressing F8.
You will then be taken to a screen with two options.
To repair the selected Windows XP installation press R.
To continue installing a fresh copy of Windows XP without repairing, press
ESC. This will take you to a partition map of your hard drive, delete the
drive on which XP currently resides, create a new partition then format.
The instructions for doing this are at the screen to which you will be
taken.
