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Ok, I downloaded the bootdisk file, ran the file, made the 6 disks, and put the first one into the computer. However, it then tells me to put the second one in. When I do, it gives me this:

File \ntkrnlmp.exe could not be loaded. error code is 4.

What should I do?

You only need to download a Windows 98 SE OEM bootdisk with CD support - select boot with CDRom support from the first menu. Select your CD, E: drive and go from there...it will only be 1 floppy disk.

Ok, so now that I am in dos, what should I do?

At the dos prompt type e:
then (making sure that you have your XP cd in the drive) type setup and hit return

Then follow this guide from point 2: http://www.michaelstevenstech.com/XPrepairinstall.htm