Windows XP upgrade???

I just tryed it on my desktop that also has the same version of 2000 on it and it says...


Set up cannot upgrade your current installation to Windows XP.
Your current installation of Windows is not a supported upgrade path.
Setup cannot continue.


My 2000 is a leagal registered copy.

On the box it says...

UPGRADE
For users of Microsoft Windows 98
Windows 98SE
Windows Millennium Edition.


and on the box of the upgrade that cost 100 bucks more it said that it was for the users of windows 2000.


I was told that there is a place online that I can download the files that contain the upgrade path that I need. Anyone ever hear of this, can I make it work or should I just wait for the refund and then spend 200 bucks for the upgrade that will work?