If you want to install a fresh retail/OEM copy of Windows, you'll have to zero-fill the hard drive. Most Compaq's & HP's come with a built-in restore partition on the hard drive, allowing you to restore the system without the disks. However, this restore partition interferes with a fresh install of Windows since the drive does not appear correctly. In short, the restore partition messes up the appearance of the file system structure through the BIOS.
Zero-fill the drive and your standard Windows CD should work fine.