What is the bootex file in the C Drive of my Windows XP ?

If the file is called 'bootex.log' then it is a file legitimately created by CHKDSK when it runs and shows what problems were dealt with when your computer, perhaps, started up with errors. If the file has an .exe extension, then it is almost certainly a Trojan/Virus. In both cases, it can safely be deleted, though just deleting a file called 'bootex.exe' may not remove the problem. If in doubt (and in any case), install and run a good AV program (such as Avast!, Avira or AVG - all free).