does your mobo support sata, if so it usually comes with sata cables, and a lot of psus come with sata plugs so you would be set. if not you need a pci sata controller, sata cable, and molex to sata adapter.
you might also need to download the drivers and put them on a floppy or embed them on your xp disk if your getting an oem drive. its really not that bad just make sure you have the drivers on hand before you get started.