Hello sanathabayakoon,
Under no circumstances should you use a downloaded copy of Windows XP. Except for a limited university student fullfillment program accessed thru micosoft.com, there is no legitimate and safe place from which you can download Windows XP from the internet.
Look on the Certificate of Authenticity (CoA), what you called the key sticker.
Under where it has the Version and Edition of Windows printed (for example, Windows XP Home Edition), the second line will have the name of the computer manufacturer if this is a big name manufacturer computer (Acer, Toshiba, HP, Dell, Sony, etc), or it will have the phrase OEM Software or OEM Product.
If it has the name of a major manufacturer, you have to contact the manufacturer's customer support to request a replacement Recovery/Restore/Reinstallation disc.
If it has OEM Software or OEM Product, then you can ask a local computer store that is a Microsoft Registered partner or order one from Microsoft for you for free. Tell them to go to this page: http://oem.microsoft.com/script/contentpage.aspx?PageID=555744
If you want to order it yourself, the details are here: http://support.microsoft.com/default.aspx/kb/326246/en-gb Go to the section "Media Replacement for End Users of System Builders."
For great advice on all topics XP, visit http://www.annoyances.org/exec/forum/winxp
