Possibly you have played with the bios, making the A: drive available when you dont have an a: drive (floppy disk). Alternatively, if you DO have a floppy disk (DO let us know!), you have made it the first bootable drive, or it has no power, or there is a non-bootable floppy disc in it.
Another possibility is a USB memory stick where you have installed a driver (you don't need a driver for XP), and the driver has created an A: drive (mine did this in Win98 but it was a B: drive since I already have an A: drive). It normally means nothing, but in your case.....
First things first - do you have a floppy drive?