Actually, you did it, not XP. You just don't know you did it.
When you were installing XP, do you remember a little screen asking for
1. Primary User:
2. Second Computer User
3. Third Computer User
4. Fourth Computer User
etc
When you inputted your name as the Primary User, you are actually creating a second account... Not the first account. The first account is created when it asks you for an Administrator Password. That's the first account. When you get to the screen above and start inputting names, you are actually creating the second account, the third account and so forth. If you opted to not put something in the Primary User account, the only account on the machine would be the Administrator.
Microsoft followed a Linux tactic when they did this. Similar to Linux, in which it is unsafe to do normal tasks on the machine as root, it is unsafe to do normal tasks on the computer as "Administrator." Thus, Microsoft implemented that.
You are probably going to say, "Well, I can do everything just as an administrator could with my account." That's true. But there is one difference between your account which has administrator abilities and the "Administrator" account. You can not remotely login to your computer using your username UNLESS it has a password (which most users don't). The only account that can be used to login remotely on most systems is the Administrator account. Also, Microsoft deactivated the "\\computername\c$" override in Windows XP by default. With this enabled, someone could access your computer's files from remote using the administrator account, even though you may not be sharing anything on your computer.