First thing is to stop using the PC as you may overwrite some of the data you are trying to recover.
Next step download Puppy Linux and burn it to a cd, as an .iso file. This will give you a bootable cd. Boot from this cd and accept the default settings. Once it has booted and the desktop appears there is a series of icons in the bottom left of the screen. The hard drive in the compaq will be listed as sda1 - click on it to open or "mount" it
You should be able to see all the files on the hard drive - navigate to documents and settings and look for the data you want.
If you now plug in a usb stick you will be able to copy and paste the data to it.