On PDF page 9 here, the P4PE-BP audio chip is listed as AD1980.
http://dlsvr02.asus.com/pub/ASUS/mb/sock478/p4b-lx/e1155_p4pe-bp.pdf
AD1980 is an AC97 audio chip. The driver should not be asking
about HDAudio, which is a different standard.
http://www.analog.com/en/prod/0,2877,AD1980,00.html
The latest driver can be found via the download page. Enter
"P4PE-BP" in the search box.
http://support.asus.com/download/download.aspx?SLanguage=en-us
The latest driver for audio, appears to be the 3665 one. This
download is 25.5MB, and would take a while if you are on dialup.
There may be later drivers available on the Internet, besides
this one, but try this first, so you can get your sound working.
Since this comes from Asus, the odds are better that it is the
right one.
http://dlsvr03.asus.com/pub/ASUS/misc/audio/Adiwdm_3665.zip
When you get the file, it needs to be unzipped. Asus did a poor
job of packing it. First, create a new folder, calling it
whatever you like (AD1980 perhaps). Start your Unzip program, and
unzip the file into that new folder, so all the files end up stored
in one place. You can then double-click the setup.exe, to begin
the install.
In terms of the important files, the ones that make it work,
they would be found in SMAXWDM/W2K_XP. The file "smwdmCH4.inf"
tells you the driver is intended to support an ICH4 Southbridge.
(The manual says your chipset is 845PE/ICH4, so that is a match.)
That is important, only if you've been searching for files on
sites other than the Asus site. You may find other Soundmax
installers around, but they may not be for ICH4.
My guess is, you found a driver for some other audio chip,
the installer did an HDAudio UAA check, didn't find UAA,
and stopped. If you grab an AC'97 driver, one intended for
your audio chip, there is no need for UAA to be installed.
AC'97 doesn't use UAA, whereas an HDaudio device would use it.