Most of the drivers are not included in Windows.  All can be downloaded from the following site:

http://support.dell.com/support/downloads/devices.aspx?c=us&cs=19&l=en&s=dhs&SystemID=XPS/DIMENSION%20400/9150&os=WW1&osl=EN

Before attempting the reinstallation, make sure that you go into Device Manager and figure out exactly which devices you have so that you can download the proper drivers for each of those devices.   After reinstalling Windows, make sure that you install the chipset drivers first as they need to be present before you can install many of the other devices.

Steve

Dell has recently come up with something they call the "media reduction initiative" and no longer supplies the CDs unless specifically requested.  On the online ordering system for most computer systems, they have an option to include the Windows Resinstallation CD and the Resource CD/Drivers & Utilities CD as a $10 option, but this is often overlooked, especially when most people just assume that the media comes with the computer.  The regulars on these forums have voiced complaints for the last year or so over this policy, but it seems to fall on deaf ears at Dell.  They will, however, supply the CDs if you use the chat feature or email or phone Dell Tech Support, and most people have reported success with getting the CDs if they are polite and explain why they need them (should be obvious if it ever become necessary to reinstall Windows). 

Steve

That's another thing that makes it confusing.  For awhile, Dell shipped their computers with a utility that would create the Windows XP CD and their suppot site makes it sound like most computers shipped with that utility.  Apparently the recent shipments don't, but they have never really stated what their policy is.  Furthermore, if you purchase through different divisions (Home/Home Office, Small Business, Education, etc.) there are apparently different polices about whether or not the CDs are shipped or whether or not there is a recovery partition (not the same as a CD, as it does you no good if the hard drive crashes). 

Steve