Dont worry about the Xp upgrade disk , just make sure you have a win 95,98, ME , or 2000 disk handy , the upgrade disk is bootable and will just ask you to insert the older OS disk and then carry on with the install.
Make sure that your heatsink is properly seated , sometimes the motherboard will shut down the system if the cpu is getting too hot . One of the times it stays running hop into the bios and check the hardware monitor and make sure . GL 38