Use Windows Explorer to perform disk scanned for errors.

CHKDSK will never run on the partition that contains the operating system,
while in windows mode.

If you attempt to do so, it should refuse, but it should also offer to
perfomr the CHKDSK during a reboot.

If the second option is not offerred, then ask whether the user has
administrative rights.  If not, log-in as an administrator and try the
command again.  (You will still need to reboot to get it to work.)

Alternatively, run the XP recovery console from the XP CDROM, or from a set
of floppies.  The latter is free from Microsoft.  See links about the
recovery console:

http://www.wown.com/j_helmig/wxprcons.htm
http://www.xxcopy.com/xxcopy33.htm (near bottom)
http://www.kellys-korner-xp.com/win_xp_rec.htm
http://support.microsoft.com/kb/314058

Another approach is to look for a copy of Windows PE, which comes as  CD or
CD image.  It has a limited windows environment, but certainly can do a
CHKDSK.

Another possibility is to make a Bart's PE CD.  This is similar to Windows
PE, but made from your XP installation.  Link to Bart's:

http://www.nu2.nu/pebuilder/

How to perform disk error checking in Windows XP
http://support.microsoft.com/kb/315265