There is nothing in XP itself for this specific purpose and System Restore
was only designed to restore the System State and settings and not designed
for the recovering lost data files.

Aside from what has been suggested to you, you can go to the following site,
scroll to line 36 and click "Recover and Restore Deleted Files" in the left
column.

The above provided tool may or may not resolve this and a lot depends upon
how much has been done on the system since the files were deleted as there's
the possibility some of the sectors the files occupied have already been
overwritten.

I have no personal recommendation for a recovery tool but you can avoid this
type of problem in the future by backing up frequently and saving at least
one additional backup to any current backup.  The procedure I follow is to
backup and also save the next most recent backup that I've done.  This
pretty well protects against accidental deletion.