If the computer has or had a "Certificate of Authenticity" on the bottom, something that has the Windows XP key on it, then you have a license to run a copy of Windows on that machine. One way would be to go to eBay and buy a Compaq restore CD. You might have a hard time finding one that's made specifically for your computer.
There may be an easier method though. Many laptops have a complete recovery disc stored on the hard drive, which you can use to burn your own copies. If you follow this and find the Recovery Creator program, your laptop is one of these:
--> PC Recovery Disc Creator
If you don't find that, then another tactic would be to contact Compaq. Most companies will have copies that you can purchase for a fee. CLICK HERE TO GO TO COMPAQ'S SITE TO BUY ONE