From Control Panel>Add/remove software,
http://www.computerhope.com/games/games/wingames.htm tells the details. You might need your Windows XP CD.
I am running Xp Pro and have lost the games (solitaire,etc.) that came with it. I have looked in all the areas where it should be and I'm pretty sure they have been deleted. Can someone let me know how to reinstall those games?