Unless you operate within a domain (as previously mentioned) which is usually part of a corporate network (and in which case they should provide the initial install of WinXPpro!!!), there is no reason to want to do this.
Home has ALL of the benefits of the PRO version, minus the higher level networking and domain functions.
I once wanted to do this too, justso I could have the blue bar at startup instead of the green one, and to have the word PROFESSIONAL on the screen for all to see. However, if you install SP2 - and who wouldn't? - one of the changes is to make the startup more generic by getting rid of the home or pro splassh.
Stick with what you know and avoid the extra hassle.