Any time that Microsoft or any guidance (other than that from a vendor for its systems) refers to a Microsoft XP CD...they do not mean "recovery/restore" CDs provided by a system vendor.
Microsoft does not take responsibility for supporting any restore or recovery CD or partition. That is a system vendor (HP, Gateway, etc.) responsibility.
Those are not Microsoft XP CDs.
Any reference to Recovery Console...relates to a tool that is accessible either on the MS XP install CD, on the system (if installed by user from a MS XP install CD), or available from download (to be burned to CD).
Description of the Windows XP Recovery Console - http://support.microsoft.com/kb/314058
Download Recovery Console, Bootable ISO - http://www.webtree.ca/windowsxp/repair_xp.htm