F10 is the default key to boot into the recovery partition after the HP Logo/BIOS screen. Although if the XP setup overwrote the master boot record, or you removed the partition during setup, that won't help you much. If you can't get it to boot into the recovery partition I would recommend usasma's suggestion and order the recovery disk set directly from HP. Easy way to do this is to go to http://partsurfer.hp.com
, enter in your model number and look for Recovery Kit.
Or, if all you want to do is remove XP Pro and put on vanilla XP Home, you can just use an XP Home OEM disk and use the XP Home product key attached to the case. (The disk must be OEM, a retail [storebought] disk will not work.)