Heya WhiteHawk,
since I have fought this same issue for last 2 days, trying to reload WinXP on me mom's comp........ ( btw it is up and running again, finally)
I suggest not to do the quick NTFS format, do the FULL NTFS formatting, takes longer but may have less problems down the road.......
if you keep getting the missing file or file will not copy....I have had this happen on 3 different WinXP install disc, sometimes same file, sometimes different file.....
well, 1st thing found out 1 bad ide cable to the CDRW/CD-Rom
next found 1 stick of 512 mem was bad.........so switched out cable & pulled out 1 stick( the bad one ) of the mem and everything loaded fine........
before the findings, I tried 6 different CDroms, DVD-roms, DVDRWs etc.....
Good Luck......( got 1 1/2 days of vacation left, heh, to load up all her software and fix Dad's PC, ROFL )