The version of Windows Xp installed in your computer is not a
retail version. The difference is the price. The one that is
pre-installed in a computer is lisensed to the manufacturer by
Microsoft, thus, it is much cheaper than the retail version. While
a retail version can be installed on many different computers (only
1 at a time), the Windows that come with your Compaq can only be
install on that computer, thus it is cheaper.
Most brands of computers do this now, however, by paying around
S$100 more, you can request Compaq to install a retail version
instead of the lisensed version. This can only be done at the time
of purchase. Only by doing this, will you get a complete Windows Xp
disc, together with the box and etc...