Here you can find the Step-by-Step procedure to install WinXP on your machine. Make sure yu format your HDD as FAT32.
http://zone.ni.com/devzone/conceptd.nsf/webmain/FDD12342BE5EE18286256DC5005FCB82?opendocument
Since you have your 8186RT controller, you should also have a LabVIEW Embedded Software CD. After having installed WinXP on the controller, just install the Embedded SW CD on your host PC and from here download LV RT onto the PXI-8186. This would allow you to embed LV RT on your fresh WinXP installation.
If you do not have the SW CD just contact your sales representative to obtain one.
AlessioD