if by html documents you mean web pages, then you can install a pdf print driver in xp and print those documents as pdf's. you can bing for free pdf printers.
if you have microsoft office word installed, then you likely have two additional methods already installed.
under the file menu option in your i.e. browser, you should be able to select "edit with word" or select print preview, then print the webpage to the microsoft xps document printer.