There is only 1 mSATA device slot, so RAID is not an option. The BIOS choices I have are AHCI or IDE. Thank you for the suggestion.
I Updated the NUC BIOS to version 0058. Which appears to have stopped the BSOD.
However, following the previous suggestion, of not using F6, to install an XP driver, I am still not seeing any Mass Storage device, and hence cannot install Window XP.
I did install Windows 8.1 successfully, so it would appear that "something" is missing, when it comes to the XP install.. But what?
Could this come down to an incompatible mSATA SSD?
SInce I chose this particular NUC for its support of Windows XP Home, it would be good to hear from Intel where I'm going wrong.
After much reading, the trick is to set the SATA interface in the BIOS to IDE.
In my case the 10% performance drop will not be a problem, so I'm happy to run with it.
It has allowed me to now see th SSD, and continue with the install... BUT... I've now hit the "missing asms" file issue which appears to be well documented, but not completely resolved. See this KB https://support.microsoft.com/en-us/kb/311755
Having tried multiple methods to get around the missing asms file, I have given up on Windows XP, and am now looking to Vista.
NUCs comply with the standard of the latest operating systems and drivers availability for older OS are limited. I suggest you to install Windows® 7 or later.
The latest drivers for Intel® NUC Kit DCCP847DYE are in the link below.
As previously noted, set the SATA interface to IDE in the BIOS.
Install Windows 7.
Under Windows 7, create a folder, E.G. C:\MediaXP
Copy the whole Windows XP CD into the C:\MediaXP folder.
Change the File Permissions to Everyone:Full Access. Make sure this applies to Sub Folders also. (This step is required to allow the post Windows XP install to access the XP media files without have Access denied).
Install Windows XP.(don't forget, you will need the F6 driver) Keep the drive in tact, and install into a WINXP folder, NOT the existing WINDOWS folder that contains Windows 7. You will hit other problems, if you decide to delete the existing WINDOWS folder, and install into the default.
When you hit the missing "asms" message, provide "C:\MediaXP\i386" for the file location. There are a few other missing files that you will also be asked for, simply provide the same location, and eventually you get through the install, nice and clean.
On completion, the C:\Windows folder(containing Windows 7), can be deleted, if you need the space.
Thanks to all those who took the time to read these posts, and especially to those who provided their knowledge.