Unless you bought a display model, (and sometimes even then) your computer should have either come with a recovery CD which will have XP on it (along with everything else that came with your computer) or it's possible the data may be stored on a hidden partition on your harddrive. (Which may or may not show up as a seperate drive in Windows.)
A recovery CD would be have the name of your computer's manufacturer on it (say Compaq) and say Recovery or Restore CD. It may not actually say Windows XP on it. (My Toshiba Laptop has a rather plain looking disc that says: Toshiba Recovery and Applications/Drivers DVD, and my old Compaq's recovery CD is actually stored in a flip down panel on the front of the computer.)
If your system uses the hidden partition system instead, there should be a key you can press/hold when booting up to go into a system recovery mode. If you aren't sure what restore method your system uses you should be able to find out through your computer manufacturer. (An if you need a recovery CD they might be able to provide one.)
Note that most of those recovery methods will erase everything on the harddrive and restore your software to exactly how it was when you first got it. So backup anything you want to save.
As to the problem you mentioned, if you are getting messages about specific files, you might be able to find a way of getting just the files that you need.
Some programs use what are called "runtime libraries" (aka a bunch of DLL files that can be used by lots of different programs) that are available for download from Microsoft but may not actually come with XP. Usually the readme files will mention what runtime library they need, and the program may include it, so reinstalling the program should reinstall the runtime library. A LightScribe utility for my DVD burner comes with msvcr80.dll, msvcp80.dll, and msvcm80.dll which are the Visual C++ 8.0 aka Visual Studio 2005 runtime library. By looking at the first letters (msvc) and the numbers (80) that helps identify what runtime library the files belong to. Microsoft Visual Basic would use msvb instead of msvc.
If a program requires one of the two .net frameworks, (2.0 isn't an "upgrade" to 1.1, they're seperate so you could end up having both installed for use with different programs) those should be available through Windows Update under Optional Components or something like that.
If the missing files are driver files for use with your hardware, you may be able to download the original drivers and/or newer drivers through your computer manufacturer's website.
In some cases, reinstalling/repairing a major program (say Internet Explorer which should have a repair option) might replace the missing files if they are required for (or included with) that program. If a particular program is having trouble, try reinstalling it.
Of course, if you don't know what files are missing, then that makes things more difficult and you'd have to go by the symptoms. (AKA search for people having similar problems and see if you can find out what's going on that way.)