Windows XP uses NTFS file system not FAT32. Also the util disk that you linked to was for Linux or DOS and not for Windows.

If you change your boot order to CD first and start up the machine with your XP cd in it will partion the hard drive and format to NTFS. There shouldn't be a 5GB partion unless you make one. Make sure that all partions are deleted with the XP installer before you install. The hard drive should be in RAW format before formatting to NTFS with the XP installer.