Windows –The file or directory System Volume Information is corrupt and unreadable

Hey Guys! This error pops up on my windows XP installed to my computer. The error said I need to run Chkdsk utility. How can I run that utility to my computer? Please give me simple step to do it and what is that utility for?

Windows – Corrupt File
The file or directory System Volume Information is corrupt and unreadable. Please run the Chkdsk utility.
OK
