Any message such as this referencing 'PXE" are likely indications that you need to adjust the boot device settings in the BIOS. The message indicates that the system is currently trying to boot via network, rather than boot to an optical drive or a hard drive.
If you want to boot from a CD to install XP, then the first boot option in the BIOS must be changed to an optical drive.
If you want to boot from the hard drive, then the first boot device should be changed to reflect the hard drive as the first option.
What makes you think that your old hard drive was dead?
These PXE errors are often the result of the fact that the CMOS battery is dying or is dead and needs to be replaced. Since this is a vital but cheap item easily obtained, this is not a serious problem.