Windows XP SP3 (Legal) download?
If you have a sticker that is on the side of a computer, it is an OEM licence and only valid for the machine it came with. Contact your system builder who should be able to order you a new one for a minimal charge + shipping.
If you have a fully packaged product and can not find the CD, contact Microsoft, who again for a minimal charge + shipping should be able to order you a new media kit. Alternatively, if you have a MSDN or Technet Subscription, you may get lucky (but not always) and download a version from there and using your serial key.