Either the Recovery CD that originally came with the system or a M$ OEM Windows CD.
You can perform a Repair Install by following the directions here
http://tinyurl.com/6l9sm
and you will not loose any of your data or programs though you will loose any Service Packs & Patches that have been installed since the computer was originally setup.
As for the SP2 CD is it Blue or Silver or Copper looking? If it's either Silver or Copper that's the Install CD and you'll need the Product Key off the COA to perform a Repair Install. If it's Blue & White it's the Service Pack 2 CD that was handed out to everyone who asked for one by M$ when SP2 became available.
But provided that you have your COA you can use any copy of XP to perform the Repair Install from provided that it's the same type XP Home or Pro or Media Centre as the License is tied to the COA not the CD. But you will need the 25 Digit String from the COA to perform the Repair Install and after you have that working it would be a great idea to start backing up your data on a regular basis. If the HDD fails you can be up for thousands of $ to recover the data off a $80.00 HDD. Preventive steps really are far cheaper than attempting to clean up the mess after the event.
If you can not Beg Steal or Borrow the correct Windows Install CD you're only alternative is to buy a OEM Copy which will cost you and you'll have to buy some hardware with the OEM Copy to remain Legit with M$ Licensing Policy, but if that's the case you will then have the right to install the OS on another computer and you'll always then have the CD available when it's needed.
Col