Windows XP Professional works slow with 128 MB RAM and works ok with 256 MB RAM. Of course, if you have more RAM it is a very good thing. I mean 512 MB, 1 GB or more.
Tell us your computer configuration.
When I do a fresh Windows install I create a partition "big" enough for windows (let's say 10-20 GB); I format it (NTFS, but you could choose FAT if you know what the risks are) and then install on it.