Hp.com often notes if a model can run XP or not. You didn't reveal the model so we can't check if there is some BIOS update or other issue.
For now, just follow it's instructions if you want to try again.
Towards the end of the XP installation I got an error message that seemed to be related to memory. It suggested that I disable my: cache, level 2 cache, shadowing and disable write behind. It also suggested to try copying the installation to my hard drive for installation. The problem is my bios has changed during the uninstall of XP. My cache can no longer be highlighted for disable. I did disable write behind on my hard drive and I increased my memory from 256 to 384. Maybe copying the installation to my hard drive is the way to go but not sure how to do that. Sure could use some suggestions! My computer is an HP Pavilion, 900 AMD. Thanks... Blaine