Answer
According to "Enhanced Intel SpeedStep Technology - How To Document" on Intel website below, to get EIST work, you must configure the "Power Schemes" of "Control Panel" to [Minimal Power Management] under Win XP SP2 after enabling EIST in BIOS.
http://www.intel.com/cd/channel/reseller/asmo-na/eng/203838.htm
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Take Intel Core i5-2500K as an example, you can see the "CPU frequency" displaying [1.58GHz] as follows under "System Properties" in Win XP SP3 when the "Power Schemes" is set to [Minimal Power Management] with EIST enabled in BIOS. That means the EIST is working. Please follow Intel's instructions to adjust related items to get EIST functioning in your OS.
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