The MA101 does not display an icon in the system tray with XP, despite what the documentation says.
Try Control Panel > Network Connections, right-click the MA101 and choose Properties. The second tab is a Wireless setup tab (from memory) which allows you to setup the wireless parameters.
I recommend ad-hoc mode.
If my memory serves me wrong, let me know and I can check on the system that I installed it on later this evening.