Just as an update, I recieved this email from Microsoft customer support:
Thank you for your email regarding the replacement CD.
I can understand your concern and will do my best to assist you.
You can order a replacement media for Microsoft® Windows XP providing that you hold a copy of your End User Licence Agreement, by telephoning Microsoft Contact Centre on 08000324479. The lines are open from 8.00 am to 6.00 pm Monday to Friday. Telephone traffic is at its lowest early in the morning.
I trust the above information was helpful to you.
For further assistance please mail back to us.
Will post later how things go, wether theres a charge or it takes ages to arrive etc