XP needs drivers for your SATA hard drive controller. Hit the "F6" key very early during the XP Install routine and supply the SATA drivers via a floppy disk. It's also possible to slipstream the drivers into an XP Install CD. Or, as slash196 suggests, you can set the motherboard's BIOS to use "IDE Compatibility Mode", where the SATA controller appears to be an IDE drive controller and can use XP's built-in generic IDE drivers.
Before doing any of this, make sure that your XP Install CD contains, at least, Service Pack 1. Preferably SP2. If it doesn't then slipstream SP2 into it using NLite. That's also how to add the SATA controller drivers to the CD.