Windows XP doesn't have a built in alarm or calendar - or I haven't found it yet...

I have a separate calendar/organizer program that I bought years ago called Anytime Organizer that I like, but only used the alarm a few times.

I'm testing a Add-on for the Firefox browser that has a calendar & alarm & a to do list - called Reminder Fox

I have it set to remind me of a appt tomorrow so I'll see how it works.
but it only works if your browser is open - handy mainly for online times and if you have computer on & nearby most of the time.