This is because you have deleted or replaced a file or few files that are under the Protected System Files list.
You just put in the Windows XP SP2 CD and it will fix the problem.
Note: The "wise" thing to do is, do what you are asked to do. In this case, it is as simple as inserting the Windows XP SP2 CD. You could have fixed the issue in less time than what took you to open this thread.
