Hi I am trying to install windows xp . It is a fresh installation but during installation I am seeing error that it can't copy file. Sometimes it can copy but then stucks on other file. If I open CD and cleans it then it copies and again stucks on other file. I tried new CD but still same problem. Sometimes it stucks on other file and sometimes on other file.

You mean you tried a clean cd ie. scratch free but still same problem ?
I think you first need to verify it on other computer. May be you can try to do a virtual install to verify it. Or simply try to make image of CD, if you can do it successfully then chances are that CD is in good shape.