The MPEG-2 decoder does not come with Windows XP. PowerDVD is from Cyberlink and ships with just about every video card on the planet. Cyberlink's MPEG-2 decoder is considered to be one of the better decoders.
If you had PowerDVD on your computer, then you should have a CD laying around with the program on it. If you ever bought a video card, there is a good chance the CD's that came with the video card have it on there.