I'm assuming that you are making a CD from files on you harddrive? If so.
For XP CDs you need to apply a boot sector, using free command-line tools the command would be:
oscdimg.exe -bC:\XPDISC\w2ksect.bin -n -o c:\XPDISC C:\xpsp3.iso
Where OSCDIMG.exe is the mastering program, "C:\XPDISC\" is the root folder where the files for the XP disc reside on the harddrive, "w2ksect.bin" is the boot sector file (like bootmgr is for Vista or Win7) but you won't see it as a file on the disc. You are using the OSCDIMG program to "apply" the boot sector to the CD image while creating the ISO, when you go to burn the ISO (xpsp3.iso) to a CD, the burning program will write the boot sector to the correct part of the CD (if using an ISO,CUE+BIN, or NRG image) so that the BIOS can detect it upon boot.
You can also use a GUI program like UltraISO, but you will still need the boot sector file, although I think it can strip it off an XP CD for you.
If you are burning a CD straight from a known bootable ISO (downloaded from a buddy who's works fine), then try a darker colored CD. Some drives are picky, and there is no rhyme or reason as to which ones will work. Try all colors and CD-R and CD-RW, they tend to work more often then CD+R or CD+RW.