In my case, I received 8 CDs from Lenovo/IBM. Six were labeled as recovery CDs, one a supplemental CD, and one was a "rescue and recovery" CD.
I was able to do the downgrade from Vista to XP by this process:
Put in rescue and recovery CD (not disc 1 of 6)
Hold down F12 on bootup (this gets you the boot options screen)
Boot to the CD
From the rescue and recovery manu, choose "restore your system"
choose "restore my hard drive to the original factory state"
choose "I do not want to save any files"
Choose all the obvious options
It'll ask for each of your six CDs, and that's it. It takes forever, but it works.