1) If you don't have a CD but have a network, download mswgcn.exe from ftp://ftp.microsoft.com/softlib/mslfiles/mswgcn.exe
Create a dos floppy as per bcastner's link. Run mswgcn - it will extract a whole load of drivers. Run the setup and create a network boot floppy. Bootup using this floppy and you should be able to access the shared drives on other PCs in your network. If one of them has a shared CD, you can copy XP from there.
2) Alternatively, depending on how long you keep your S/W, you could try interlnk from DOS6.22 and a parallel cable. Create 2 floppies, both with DOS, interlnk and mscdex. Shove in both floppies, reboot both machines and copy the I386