Each separate archive contains full MUI for selected language. Content you see on picture where is content Norwegian MUI. All what you need to do if you have installed english Windows XP is to download your MUI archive. Extract it to temporary folder and run MUISETUP.exe. You agree with EULA and you will see similiar but simpler dialog window as is in complete. In your dialog window will be only english as installed and your language. Select it and install it. 
After installation go to Control panel and chose Regional and Language Options. There is new option to chose which language you want to use for dialogs. 
That's it. 

You can made your own complete MUI dvd. Here is how to do. 
1. download all separate MUI archives 
2. unpack it to separate folders. 
3. make one temporary folder where you copy these files: 
muiqfe.exe 
muiqfesk.exe 
muisetup.exe 
autorun.inf 
mui.inf 
muiqfe.inf 
eula.txt 
readme.txt 
relnotes.txt 
and also all unpacked folders xxx.mui where xxx is name of language as you see on picture of separate file.