To manually install the Windows Recovery Console, you have to have the necessary updates. It seems Microsoft have removed the link to the recovery console that used to be linked to from here.
This makes running tools like ComboFix for example, quite difficult.
I’ve sourced the files (at least for SP2 and up) they are mirrored here:
windowsxp-kb310994-sp2-home-bootdisk-enu.exe – For Windows XP Home SP2 and newer.
windowsxp-kb310994-sp2-pro-bootdisk-enu.exe – For Windows XP Professional SP2 and newer.
To install for combofix use, you can download the file to your PC and drag and drop onto the combofix.exe file, as detailed here.