Sorry.  I forgot to include my computer info:

Dimension 8400

Intel(R) Pentium(R) 4 CPU 3.00GHz

Windows XP Media Center Edition 2005

NVidia GForge 6800

I am experiencing exactly the same problem with sfc asking for the CD, and not finding the files to restore.

A couple of points-
First, the following link shows how to restore files from your I386 file, rather than the XP reinstall CD:
http://www.updatexp.com/scannow-sfc.html 
From what you said, you may have already tried all the tweaks suggested. The registry changes you made
should point sfc to look in C:\I386 rather than for your Reinstall CD (DVD, actually). This assumes that you
have a copy of I386 on your C:\ drive. If you do not, then you can find it on the MCE reinstall DVD, and just
copy it to your C:\ drive, as that link suggests.

That said, after trying all the tweaks, sfc scans about 98% without problem, then starts asking for that
danged XP CD I do not have. I had to click 'cancel' on the prompt about a half dozen times to skip restoring
files, before the scan completed. I was curious as to which files it could not find, and that info was found in
my event viewer. (Start>Settings>Control Panel>Administrative Tools>Event Viewer>System)

The informational alerts showed that all the missing files were related to either ehome, or to Net.\Framework.
I know that I had previously updated both those programs from the Windows Update site.

I suspect those updates replaced those missing files with ones named differently. Sfc is still looking for
those now obsolete files, and I don't know how to tell sfc to ignore them. (You don't want to restore obsolete
files!)

Then again, I could be entirely wrong here. That link did not specifically mention MCE 2005, and perhaps it
does things differently.

Try

http://ask-leo.com/i_dont_have_an_installation_cd_for_windows_xp_what_if_i_need_one.html

Thanks for everyone's quick replies.  I believe my computer was probably experiencing multiple problems.  I had the problem with my msinfo32 (I think that's the file name) opening my Help & Support window.  I believe I had codec problems.   I got error messages for ntdll.dll in multiple programs. 

Since the previous two attempts to run sfc, I got a little scared to run it.  Each time I ran it and it didn't accept the disk, the next time I restarted the computer I got the Blue Screen of Death.  I was able to use last settings that worked to restart the first time.  The second time, it wouldn't even do that, and I had to start in Safe mode, and use System Restore.

I ended up deciding the give the whole thing a fresh start and did a PC Restore.  So far, this has helped a lot.  Msinfo32 is working normally, and it looks like it took 10-15 Gb off my hard drive, which must have been wasted space from leftover junk from the past 6 months of use. And so far, I haven't had the same error codes for ntdll.dll that I had before.