Normally, the CD drives are strapped for Cable Select, not master/slave but that still shouldn't cause you to have to have the XP CD in the drive.  It sounds more like Windows XP was not installed properly.  Do a Windows XP "Repair"  (it's like reinstalling but you select the Repair option instead of the reinstall option) and see if that fixes the problem of having to have the XP Installation CD in the drive.  I don't remember if there is an option on the install to run XP from a CD but if there is, make sure it's not selected.

Nothing other than some general ideas.  You need to include your PC Model and whether it came with XP or if this was an upgrade and anything else other than "it doesn't work", such as what have you tried or have you installed any additional software, or have you done any tweaks to XP, etc.

But, it sounds like XP was not properly installed and if it wasn't it needs to be reinstalled.

I will, thank you very much for your help

The computer is a Dell Dimension 4100- the windows is an up-grade from ME- Windows was reinstalled after a crash- I follow all the indications- I recenttly installed a  new DVD burner- Could it be that the Slave -Master jumpers are wrongly place ?

You can't run Windows XP from a CD ROM.
If windows is installed & XP CD inserted when Windows is started it will display the from Within Menu , ie: Install >
Upgrade > New Installation , etc.
Did you Clean Install XP , if not it usually causes problem later.