Windows XP doesn't have built in AHCI drivers for the natural HDD configuration. If you manually configure your HDD controller (in BIOS setup) to Legacy (IDE) mode, these drivers shouldn't be needed but there are performance and functionality related disadvantages to this. Unfortunately the Intel Website doesn't currently list the required F6 installation diskette drivers on the product page for the DH61WW but they are available under 6 Series Intel Rapid Storage Technology F6 drivers here or perhaps on the media that came with your board.
You just press the F6 button early on in the Win XP setup and it will then ask you to install the required drivers. The driver download page refers to RAID (which your board is not capable of) but the same media contains AHCI drivers which your board is capable of. Does that help?