I just found out that we can actually install the Internet Information Services (IIS) without using the Windows Installation CD, as the required files are already located in our local computer.
1. Go to Control Panel.
2. Click on Add or Remove Programs.
3. Select Add/Remove Windows Components.
4. Select the Internet Information Services (IIS) option.
5. Click on Next button to start installing IIS.
6. You will be prompted to insert the Windows XP Professional CD-ROM.
7. Click on OK button to select the location for the file needed.
8. Browse to C:\WINDOWS\I386 and select the file ADMXPROX.DL_.
9. Click on Open button and then OK button. The installation process will then start.