If you installed XP from your CD then whenever it needs a source file (such as when you add an un-installed feature) it will ask you for the CD. You can make life easier if you just copy the I386 source folder from the CD to a partition on your HD.
Follow the next steps:
Open Windows Explorer and navigate to the I386 folder on your installation CD (make sure it's in the drive you moron!).
Right click the I386 folder and choose Copy.
Browse to the partition where you want to copy the files to. I use C:\
Right click the destination partition or folder and select Paste.
Let it finish to copying process. The folder is approximately 482mb in size (can differ depending on your SP version - read the Windows 2000/XP SP Slipstreaming page for more info).
Download THIS zipped file. Extract it and run the enclosed VB script. The script (written by Bill James) will let you change the default path where XP looks for the I386 folder from the original location on the CD to the new destination folder.