Have you gotten stuck installing a piece of software or a hardware driver with a dialog box looking for "some files"?
It looks like this:
What is most likely is that Windows XP did not install this driver on your computer and another installation requires it. If you have Windows XP (32-bit version), download this archive in .RAR format.
Download Driver.cab in RAR format
Just download the file, uncompress it with WinRAR into a folder and point the installation dialog box to get the file from this folder. Voila, problem solved.