The file from Kelly's Korner is a reg file that you will need to merge with your registry to fix the Disk Cleanup problem. Anything from Kelly is safe. You can just open it or save it and run it.
As far as chkdsk goes, it is the XP equivalent of scandisk for repairing disk errors. It can be accessed as a tool in the Properties menu of your drives in My Computer. But it is actually easier to do it from the Run box in the Start menu.
To check your C: drive, for example, go to the Run box and type:
chkdsk C: /f
A dialog will pop up and tell you that it can't fix errors while XP is running and ask if you like to do it on reboot. Type "y" and hit Enter. Your drive will be checked for errors the next time you boot. This is a definite improvement over scandisk's constant restarts, not to mention that after scandisk finished its repairs, it just continued the boot, possibly with defective data that it had just repaired having had already been used in the boot process.
Defrag won't run if there are disk errors. What message do you get when you try to run defrag?