That message from the command prompt...is factual and routine.
XP cannot run a chkdsk /r on a partition...while XP is open.
Part of that message should have queried as to whether you would like to run the chkdsk /r on reboot. Answer has to be Y and hit Enter.
I've not run chkdsk /r from the command prompt in some time...but XP may then give the option of rebooting the system right away, so that the command can be properly executed.
You are saying that these things did not happen in the sequence described?
Do you have an XP CD? Have you tried running chkdsk /r from the Recovery Console?
How to use CHKDSK in the XP Recovery Console - http://pirules3.14.googlepages.com/recovery_console_chkdsk
Have you tried running the equivalent command from My Computer/Explorer? http://vlaurie.com/computers2/Articles/chkdsk.htm
See Graphical Interface directions...but put employ both options (automatically fix...scan for).