Why don't you post what you have already tried and what happened. Also, are you using XP Pro or XP home? Does MS still provide an option for "share my internet connection", or something like that? (They did back in the days of win95.)
I don't know how much you know, so bear with me if I am telling stuff you already know. DHCP is the protocol where computers can automatically get their IP addresses and other network info from the network. For this to work, there has to be a DCHP server on the network (obviously
). I thought I had read somewhere where XP Pro could act as a DHCP server, but I am not sure. And I don't know if XP Home has this ability. You might try the XP help system or googling to determine this, and if so how to enable it. If XP is acting as a DCHP server, probably the default configuration in Ubuntu will work fine w/o doing anything else. If XP can't act as a DHCP server, you will either have to configure Ubuntu (and maybe XP) manually, or maybe set up a DHCP server on Ubuntu for the MS box to use.
I hope this can get you started. If you post back, try to post the IP address of the ethernet connection on your XP box.
EDIT: I don't think I was clear when I mentioned setting up a DHCP system on Ubuntu. You woud never
have to do this. It would be an option if you wished.