I thought that the chkdsk command can load into RAM and run from an XP installation CD.

Can't you run chkdsk /p after booting a Windows XP installation CD?

If not, what is the purpose of using Recovery Console program on the CD?

I understand that the drive being checked has to be set in the BIOS.

If it isn't however, don't you get the messages from chkdsk?

I found the following instructions in the Windows XP Inside Out Book:
To start the Recovery Console from the Windows CD follow these steps:

1. Insert the Windows CD and restart your computer.
Follow your computer's prompts to start from the CD.

2. Follow the setup prompts to load basic Windows startup files.
At the Welcome to Setup screen, press R to start the Recovery Console.

3. Enter the number of the Windows installation you want to access from Recovery Console.

At this point, I thought if you entered the number 1, you would see the messages.