During Windows XP installation, Windows Setup will restart the PC several times. Because the first boot device is usually set to CD drive, each time it restarts it will give the message, "Press any key to boot from CD." Except for the very first time you stick the CD in the drive, don't press anything when you see that message the second time. If you do, you start from the beginning all over again. Setup will continue on its own if you do nothing. You may know all this already but I just wanted to be sure because your description of the problem was a little vague to me.
Anyway, if the hard drive on which you are installing Windows is SATA, the lack of a SATA/RAID controller driver might be the problem. Typically, you can try to set the SATA controller mode in the BIOS to IDE and then you should be able to install Windows without issues. If you set the controller mode to SATA or AHCI (depending on the chipset/BIOS your motherboard has), you will have to install SATA/RAID controller drivers at the F6 prompt at the beginning of Windows Setup.
This F6 procedure requires a floppy drive, however. If you don't have one, you can try to make a slipstream CD which adds the appropriate SATA drivers to the contents of a Windows install CD. Search the internet for the procedure on how to make one. There are several to choose from.
If I have misunderstood your problem, please explain.