OOPS. This can be messy, but here is what I'd try:
1) Contact the vendor that sold you the HP machine. You should have rec'd an
OEM XP CD, OR the I386 dir may have been on the hard disk,
2) You should/may have also rec'd an HP Recovery CD kit that has the
recovery CD(s). If not, the vendor should have,
3) Failing that, contact HP and give them the Serial Number of the machine
and the XP CD Key (usually on the Top, Front, Side or Back of the machine),
4) Check the invoice, it may have the OEM CD key on it (doubtful).
If you download from KaZaa, Limewire or some similar P2P network, be aware
that this is illegal and it's not likely that you will get a clean copy
(i.e. Horsed, Viruses etc).
Contacting Microsoft will only get you frustrated as they will suggest that
you follow the same basic steps as above.
As an aside (kinda like the Horse and Barn Dorr thing), always get the OEM
product from a vendor, OR the OEM cd Key. If you do not receive an OEM CD
Key, I would be suspicious.
When you get a new machine, ALWAYS burn a copy of the I386 Directory to
CD/DVD. This way you can at least install the OS (assuming that you have a
bootable DOS type cd or disk or something that will allow you to connect to
the CD rom). An advanced step would be to create an ISO file that you can
burn to CD/DVD. The problem here is that you need the Microsoft.IMG file
(usually donwloadable, or from another CD), but it is attainable.
Probably not what you are looking for in terms of easy answers, but based on
the info presented, this would be a reasonable course of action.
Hope this helps.