Have you disabled the XP firewall?
Click Start, right click on My Computer, and choose Explore. In the left windowpane, look for My Network Places. Right click on it and choose Properties. A new window should appear with your network connection (or connections) showing. Right click on your connection and choose Properties. You should see another new window appear with tabs at the top. Click once on the Advanced tab. Make sure there is not a check in the box marked Protect my computer and network by limiting or preventing access to this computer from the Internet. Click OK to lock in your change and close that window. Close all the other windows you opened to get to this area.