Try this.Go to http://www.microsoft.com and search for dvdburn.exe. That should get you to a link (or two?) to the Windows Server 2003 Resource Kit Tools. Yes, I know that you asked about XP, but if you look at the bottom of the page you'll see that XP is supported.
There is also a program cdburn.exe (along with a bunch of others) there. Hope that this helps.