Hello,
Windows XP does not know how to interact with your SATA hard drive, and/or controller.
When you first start booting the XP CD-ROM, you will see a little message splash along the bottom of the screen... press F6 to for driver diskette... or something along those lines.
You will need to track down the particular driver for the SATA interface. I would look on Dell's Website for instructions. Go to their support page, and enter in your service tag number, and you should be presented with a number of options.
This is the same problem that caused problems with Windows 2K and SCSI interfaces.
Christian