Your sound isn't going to work if you have not installed the drivers for Windows XP. Go to the compaq website and do a search for audio drivers for Windows XP on the system you have.
If you bought that computer with Vista installed and downgraded to XP its possible the reason you see only Vista drivers is because there are no XP drivers. In which case you need to buy a sound card. Also I did a search on this site and I don't see any sound drivers for XP.
Its never a good Idea to put a older OS on a computer that is designed around new hardware. You may not find everything you need to make it work right. What is the specific name of the audio device on your motherboard?
Do you have a free PCI slot? If so pick up a cheap soundcard unless your a audio file. If so I suggest the X-Fi series.