Windows XP Product Activation is part of Microsoft's Out Of the Box Experience (OOBE). The files related to OOBE are stored in system32\oobe under the Windows folder.

If you want to activate Windows XP from the command line after you've installed it, you can type in 'oobe/msoobe /a' at the Start > Run... prompt.

If you fancy the cool, vaguely techno-esque music that's played during Windows XP Setup, you can find it in the images subfolder of the OOBE folder, as title.wma. It's a 2.5 MB file, lasting 5'24", encoded at 64 kbps. It is well worth listening to, if you missed it the first time around.