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The installation guides can be found on Oracle's Technology Network Web site. For Windows XP, I would recommend installing Oracle 9i (release 9.2) or higher since Oracle8i is not supported on this platform. Here is the Oracle9i Database Installation Guide Release 2 (9.2.0.1.0) for Windows. Other installation guides (e.g., Developer, etc.) are located here.
It would also be a good idea to review Oracle's certification matrix.
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