Dies"Setup is Starting Windows" - Install WinME 1st?

[Mike]

I'm trying to install XP to a new HD.
It Dies on "Setup is Starting Windows" after reading all
the drivers.

My friend recommends installing Windows ME 1st and then
installing XP on top of that since he installed Win ME
successfully on the same HW last week.

What do you recommend?

Any problem converting to NTFS after doing this?

Thanks