I had the instructions ready for you but you left so fast! After all, you did good.
Even though you have a P4 Celeron and not a full blown system, post your power supply readings so we can suggest steps to take in the future. There is also a BIOS update for ver. 7.7 with CPU Microcode update in case you might upgrade in the future.
Create a folder on your C:\ drive, call it Utilities or something, save the downloaded files to that directory and have nLite save the work in there as well, avoid keeping large files and folders on your desktop, a shortcut to folders and files will be OK.
Download Windows XP Service Pack 3 Network Installation Package for IT Professionals and Developers
Download nLite v1.4.9.1
install nLite then run it, put your XP CD in your CD-ROM drive (close the box that comes up after you put the CD in)
Select your language, click Next
Use "browse" and select your CD drive, nLite will take a few seconds to ID the CD
Click Next, leave the Presets screen blank, click Next
Select Service Pack and Bootable ISO, click Next
Cick "Select" and browse to the SP3 file, as soon as you select the SP3, it should start slip streaming, wait for the "Integrated install has completed successfully" message and click OK then Next.
Now you can click on Make ISO and you're done, you can also change the Lable to something that you know what the ISO is, like XPPROSP3 or whatever.
Then find the ISO and burn.
Somewhere in the steps above, you have to point nLite to where you want the ISO to be saved.