ntkrnlmp.exe cannot be loaded

I'm trying to create a bootable XP SP3 CD but I'm having a lot of trouble. I bought a volume license CD for XP a while back and lost it. Luckily I saved the files to my HDD. And now I need to make a bootable disk and I've tried everything but I can't get by this error "ntkrnlmp.exe cannot be loaded". Or if it's not that error it is "ntldr that cannot be loaded'. I've slipstreamed SP2 and just recently SP3 into the files using nlite, but since that hasn't worked I've tried to burn using imgburn, ultraiso, nero, but still have the same problem. Does anyone have a solution? Or does anyone know how to remove SP3 from files I saved on my hdd. I've used nlite before to create a Win XP SP2 CD to repair Toshiba laptops but lost it as well, I added a file to enable the use of a sata hdd.

Thank you...