Once you have all that follow my wiki "A Clean Install of Windows XP".

Note you may find the Windows XP disc on eBay you will need to get a disc that matches your COA i.e. the Home Edition or the Professional Edition.

You'll need a 2.5 EIDE (NOT SATA) drive, 9.5 mm or slimmer.  You can get the XP disc from Dell:

support.dell.com/.../backupcd_form

(outside the US, you can't order it online -- you must call Dell).

Since you have no discs, you will need to download the drivers for your system. 
Make sure you follow the correct order to install them.

Learn how to install Install Drivers in the Correct Order by Clicking Here.

Locate the Drivers and Downloads for your system by Clicking Here.

tymeracer writes: Thanks all for the help.......can follow all ok....other than drivers , is there Dell special programs for computer , that I'll need to install?

The most important thing to follow is the order to install items.  If you do that, you will everything that you need.