You really do need to find your CD for Windows XP, in the meantime:-

If you don't have an XP CD, you can download ntbackup.msi at:
http://www.onecomputerguy.com/windowsxp_tips.htm#backup_home
http://www.onecomputerguy.com/software/ntbackup.msi
*** You may have to hold your Shift key down when clicking on above to save the file
to disk. Note that OEM PC makers dont have to provide all the utils on their custom
XP cds.

Also see
Windows Backup Does Not Back Up to CD-R, CD-RW, or DVD-R Devices
http://support.microsoft.com/default.aspx?scid=kb;en-us;315255

If you can’t get the backup utility to recognise your CD-RW see this link for a Work
around:
http://www.webtree.ca/windowsxp/saving_files_to_cd.htm
Saving files to CD-R or CD-R/W