It depends on where you get the system. I'm pretty sure HP/Compaq have been pretty bad about this throughout history. Generally all you get is a "restore" disc which formats your system and reinstalls the OS and various other apps. You have to call and request a copy of the actual CD (and then usually pay shipping) and there's no guarentee it won't be one of the crippled variety where the setup program is removed. My Dell laptop came with an actual XP CD that can be used to install the OS, and I don't know about Gateway and the others.
When you purchase a new computer with XP already installed do you normaly receive the CD for that system ? Thanks

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic