Try this site below.  It's just one of many:
http://www.windows-help.net/WindowsXP/winxp-sp1-bootcd.html

Check This: http://www.windows-help.net/WindowsXP/winxp-sp1-bootcd.html

Does anyone have written instructions on how to
incorporate the SP1a into the originial install CD? This
will remove the need for the second step of installing
Windows and then installing the service pack.

For all the bright ones out there, yes,, I know one
cannot add to the originial CD, but one can copy all the
files to the hard drive, make the modifications and then
burn a new copy.

I know this can be done, just don't know the right
sequence of steps

This link gives step by step instructions using either Nero or EZCD:
http://www.duspinnst.com/bootcd.htm