it's asking for a scsi or raid driver. the cd that came with your harddrive is irrelevant. your motherboard should have came with a raid driver floppy disk if it is onboard. or, if the scsi/raid is a pci card, it should have came with a driver disk.
if you don't use the onbaord raid, you can disable it in the bios and not have to worry about it. if you are using it but can't locate the driver floppy, download the latest xp driver off the manufacturer's website and put it on a floppy. that should work.
if you need more help, tell us what motherboard or pci raid/scsi card you have.