Contact Compaq.
If you did not exercise the option when it was available on the computer,
you may have problems if the computer is out of warranty.
In any case if Windows XP came with the computer and is OEM, Microsoft can
not help.
What they do now in most cases is put the recovery option (disk) on the D:\
partition You'll have to run it from there. Also, there usually is a
one-time chance to actually make a CD/DVD disk copy of this.