First, you need to have Windows XP as an .ISO file. Then, a program able to burn discs. I use NCH's Express Burn software. It's easy to use, does its job with no problem and it's free. Here's a link -
http://www.nch.com.au/burn/index.html
Make sure your disc has enough space for the Windows XP ISO file.
Now, we can begin operation.
1. Insert the empty disc into the PC.
2. Open the Express Burn program.
3. A window called "Select a new disc to burn" will pop-up. Check "Data CD", name the disc however you want and click Create.
4. Either click File -> Add File(s) and select the file you're burning from there, or simply drag it and put it in the program.
5. Click Burn Data CD and let the program take care of everything.
After it's done and if there haven't been any mistakes, the disc will come out and you'll see a window that confirms the file has been burned to the CD.