Never believe what MS says. There is a reason why we call them Micro Shaft.
Though if you do some digging around you can find a pretty nice hacked up image of XP that will be better configured then a regular install of XP. Tricks like selective startup are already setup and often there are a boatload of apps installed like VLC, Winamp, Putty, DIVX...
I am going to try the home into pro regedit this weekend on a buddy's comp, I’ll let you guys know how it goes down.