The disk did not prompt me to back up
Xp setup works a little differently then upgrading from one version of 9x to another.
If you chose the upgrade option instead of new install (to a seperate partion for dual boot) it overwrites the previously installed OS. Basicly, if you installed XP on the C: drive, then don't hold out much hope of recovering all your lost files without an expensive data recovery service. I know you feel bad enough right now but you should get in the habit of backing up everything you can't afford to lose.
I've had some success recovering deleted files and images using PCInspector File Recovery
(it's freeware) but never tried it under your circumstances. At this point, it's worth a shot.