Since you have OEM, Windows XP Media can only come from the OEM, Compaq in
this case.

How was the drive erased?

Check your manual for reinstalling windows XP.
There should be a hidden partition for such a purpose, as long as it was not
deleted as well.

There is probably an option to create restore CDs/DVD.
But you need the computer restored for this option.

If all else fails, Compaq is your only cheap/free source.
If the computer is that new, you can also return it.

Since you failed to created a Restore Disc set as you were prompted to do
when you activated your computer, you will have to now buy a Restore CD set
from Compaq.
Had you read the documentation that came with your computer, you would know
that your computer had a hidden restore partition.  When you formatted you
hard drive, you lost your capability to restore the computer (again, because
you did not create the restore CD set).

A computer will not "erase" it's boot driver unless it is forced to by the
user.  Since your  hard drive did not fail, I can only assume that you chose
to format or "erase" your drive.

Honu

On a 'brand new PC' only the user can erase the hd, and that takes some
'knowledge'.