Are you using Outlook? If you are search for Outlook.pst as that is where your e-mails, contacts, notes, calander, etc. are.
When you install XP then Outlook you should start Outlook and after setting up your e-mail account (with the wrong password) close Outlook.
You should copy your original Outlook.pst file to the folder...
C:\Documents and Settings\your.name\Local Settings\Application Data\Microsoft\Outlook
...then start Outlook again.
To find that folder you will need to select in Windows Explorer...
Tools
Folder Options
View (Tab)
And enable "Show hidden files and folders"
When you start Outlook again you can enter your correct password. The reason for not doing it at first was to prevent Outlook collecting mail and storing it in the wrong place.