To install the latest version of Windows XP, such as the XP service pack 3, use the installation CD after turning on your computer, according to Microsoft. You can also install the new version of Windows XP when upgrading from within your current operating system using the installation CD. Running the Windows XP CD while in your operating system only gives you the option for an upgrade whereas booting the computer up into the setup offers a clean install.
Microsoft made Windows XP available in 2001, explains Digital Trends. However, the company no longer provides support for this operating system including installation support, as of 2015.