If the laptop is new it should prompt you to create a recovery disc.
If it is old and you dont have a disc, you could download a copy of wndows from a torrent site, but use your own serial key.
It would have to be exactly the same version, if it is an OEM copy, tied to a make (eg Dell)
Search for Dell windows xp pro.
you are looking for something like these..
http://isohunt.com/torrents/?ihq=+xp+pro+dell
http://btjunkie.org/search?q=+xp+pro+dell
You will need a torrent client like Utorrent or limewire to download torrents
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