TechwareLabs has published a guide to Performing a System Restore on Windows XP

Every now and then your system hits a snag and you receive the dreaded blue screen of death otherwise known as a BSOD, popups occur at random, or your system may lock unexpectedly. These are just a few of the myriad of problems and reasons why you may have need of a utility known as System Restore. We will explain what this utility is and how you can enable/disable and use this utility.

How to Perform a System Restore on Windows XP Guide