This is a little information to illustrate what PCB said.
First, you need to determine what brand hard drive you have. Unless you happen to know that information, the easiest way to find out is simply to look at the drive itself, and the manufacturer's name will be on a label on the top of the drive. To do this, turn off your computer, unplug it from the wall and wait an hour. Then open the case and you should have a clear view of the hard drive. The manufacturer will be either:
- Hitachi (or IBM for older Hitachi drives
- Western Digital
There are a couple of more minor manufacturers, but those are the "big-5" with over a 90% market share.
Once you know who made the drive, close the case and plug the system back into the wall.
Now, go to the manufacturer's web site. Under Downloads or Support, etc., you will find the manufacturer's hard drive diagnostics. You should find two versions, one that creates a bootable floppy, the other that creates a bootable CD. Pick one or the other, whichever is more convenient. Then create the bootable disk following the manufacturer's instructions, boot from the disk, and run the diagnostics - there are usually two of them, a Quick one and a much longer Complete one. Run the Quick one first, and if there are no errors, run the Complete one. It isn't necessary to run the Complete one if the Quick one shows errors.
Post what you discover.
If you decide to download the CD version, that will be an iso file. To burn an .iso file, you need to use something like Nero, and do an image burn. If you do a regular burn the CD won't work. Alternatively, you can grab a free .iso burner here:http://isorecorder.alexfeinman.com/isorecorder.htm
Watch the versions, v1 is for doing the burn on an XP SP1 system, v2 for XP SP2 and SP3. After you download the file, right click on it, and choose Install from the context menu. That will install the .iso burner. You may need to reboot.
After that, navigate to the .iso file, right click on it and there will be a new context menu item called something like "Copy file to CD". Use that, and it will correctly burn the .iso file for you.
Please let us know.