Do you have a SATA disk or RAID controller rather than IDE? If you have no IDE disks then Setup will need you to supply the disk driver. Also, no IDE disks will be present in the BIOS.
Your picture link doesn't work, so I can't see the BIOS information you refer to.
NB you might get the same effect with a SCSI disk controller for which XP has not driver, but it is hardly likely that a mainstream PC would have such a thing.
SD