Not quite sure, 'coz this is not same in all WinXP installation, but:
Start > Settings > Control Panel > Power Options > Advanced
and here You should see somethiong like APM, that stands for Advanced Power
Management.
If You see an unchecked checkbox, check it.
This should solve Your issue.
If this doesn't help or You do not see anything like APM in Power
Options/Advanced,
then this have to be enabled in the BIOS first.
Or Your WinXP is missing some system drivers.
In both cases of lack of success - contact Your computer specialist.
Or maybe someone else on this nwsgrp will help You better than me.
Tibby