I'll write when it'll come back to me again.
I resolved my problem at last. I'm not sure what is the real cause and the nature of the problem in my case.
I'm going to briefly describe what was the reason of my problems with installing Windows XP on Lenovo ThinkPad R500.
My Laptop is: Lenovo ThinkPad R500 Type 2714-AAG; Current bios version: 3.09 (7YET79WW)
When installing Windows XP Pro i set up device boot order in bios utility. I excluded every device but the optical CD/DVD drive from which I was going to install Windows XP. When first installation stage passed and the computer restarted, I entered the bios utility again and I excluded the optical drive and included back the hard disk drive, where the system had just been installed.
Then the system couldn't boot and it communicated that the hard drive had reading failure (press ctrl+alt+delete to restart).
The solution is the following. After first installation pass and automatic reboot DO NOT exclude the cd/dvd drive from a boot order and do not change the device boot order. Don't press any buttons, just wait until the CD boot prompt disappears and the system will boot from a hard drive. After that you can change the boot sequence to whatever you want and exclude every drive you need excepting of course the one with the windows system installed. Simple, isn't it ?
In many other laptops and desktops such boot changing sequence doesn't matter at all. In Lenovo R500 it does, a lot
First boot device is - CD/DVD drive
Second boot device is - hard drive