A few ways. Burn them all onto CD-rs. OR
Make partitions on your hard drive. Make sure that all important data is not on the C: drive.
Reboot and use Partition Magic boot disks or similar. Format the c: partition to Fat32 or NTFS. Install XP.
Once installed all your iimportant files will be on the other partitions you created earlier.
But, if they are programs and you want to run them, you will have to find the executable file and create a shortcut to it as it will not exist in the registry anymore,.