well... you dont have a router, so you will have to set windowsXP to act as a router.
then you need to either setup windowsXP to run a DHCP server and make linux auto detect network settings via DHCP... OR, manually enter linux's network settings.
i assume you lan is working on a class C network (subnet mask 255.255.255.0) so give linux a free IP on that netmask (for example 192.168.1.101) and set its gateway ip to windowsXP's IP.
anyway, this is reealy not the best place to ask a windows question !
its mainly a programming forum (used to be vbweb.co.uk)
but there are some MS windows experts there... one of the mods is a windows BETA tester.