Maybe people feel that my XP CD is somehow pirated or illegal. It is not, but it's interesting that there has only been one reply so far. As it turns out, I found out that the problem with NT5INF.CA_ is not unusual (googled it and found several references). If anyone stumbles across this thread in the future and needs help, here goes:
Find the folder \I386 on your Windows XP Service Pack 1 CD and copy the file NT5INF.CA_ to your hard disk. Open up a command prompt and type the command (as it was in my case) C:\WINDOWS\EXPAND NTINF.CA_ NT5INF.CAT
You will then be told the file has expanded by 436% (or so). Note where the new file is, and save it to a floppy or easily accessible disk. When you are asked for the file during installation, browse to the A:
As it happens, the next time I tried to install XP, there was no request for NT5INF.CAT, so all the work was in vain. However, I had lots of other problems which would lead me to say to people in the same position: Don't do a Quick format, don't try to Repair an interrupted installation - neither work. Do a full format (be patient, it can take a long time), and be prepared to wait. It's worth it.