It is generally not a good idea to stop the installation but if a
Clean Installation was started, you may try stopping to minimize lost
data and perform a Repair installation.
Nothing bad if it's a repair install (eg upgrading itself with itself). If it's wiping the disk it will wipe the disk. MS versions of XP will be a repair install unless you chose otherwise. A non MS version can do anything and often will wipe the data.
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