There are two things you can do. Both involve editing /boot/grub/menu.lst.
In menu.lst, there is a line which reads: default 0
That means the first OS in the menu.lst is the default. If you arrange the order so that xp is first, it will be the default.
If xp is not first in the list (second, third, etc), then change the default 0 line to read default 1 (for the second in the list), default 2 (for the third in the list), etc.
Your choice, whichever is eaiser for you.