You can choose to format your hard drive when you install Windows XP.
What computer do you have? Do you have a retail version of Windows XP or did Windows XP come pre-installed on your computer?
If you have a retail version of Windows XP, then all you need to do is boot into the Windows XP installation disc and choose to format during setup.
If Windows XP came pre-installed on your computer and you have a set of recovery discs / a recovery partition, boot into the recovery discs / recovery partition, and perform a clean install of Windows XP (commonly called a 'destructive' system recovery).