Become root in linux, and give the command
It will printout a table, look at destination "default" under the "gateway" column,
the reported IP address SHOULD be the IP address of the windowsXP machine.
also make sure that th nameservers is /etc/resolv.conf are correct DNS servers.
If both these settings are correct, then linux is confogured fine, and its a windows problem.
Make sure windows is setup to share the internet connection, and that port forwarding is enabled on potrs that need to be open on linux... for example UDP and TCP 1214 for Fastrack.
Unfortunatly, i cannot help with configureing windows, try a windows specific forum.
this code will give a list of ports linux is currently listening on.