Yes - as far as I know, Asus only sold XP with the systems, never separately. There are instructions around that describe how to do it yourself, such as
this.
I did an XP install on my eee 1000 back in August, tried it for a few months, but moved to Ubuntu Linux in December. The performance is much better, primarily (I think) because the SSD is a performance bottleneck in these machines, and with Linux you don't have many background services accessing the drive at all times. Unless you really need specific Windows applications, for which there are no Linux equivalents, I would not recommend putting any Windows on that system.