Pretty simple - not much change. In XP Pro I go to "My Computer," then with a diskette in "A" I right click on it. Then select format, and check the "Create MS DOS-Startup Disk" option. Then you can add things as you like - - - MSCDEX, FDISK, FORMAT, etc.
The download is a good solution. And keeeping an old Win98 or ME boot disk is always a good idea. Also many utilities create boot disks (Anti-virus programs, Partition Magic, Drive Copy, etc.)