WinXP can't see standard ext3 partitions. It can see fat32 partitions. If you don't want to use a cd or usb flash drive to transfer files from xp to linux, then during install just create a fat32 partition, and both linux and windows will see it. It will have a 2 gig file size limit though. If you don't want the hassle of another partition, you could always make /home a fat32 partition.
(That was a joke, sort of, it would work though, I think.)
P.S. Oh, you'll always be able to grab(and put) xp stuff from linux, it's just the grabbing linux files from xp that is the problem. There is a program that can do that for you, but when I tried it, a few years ago, it screwed a bunch of stuff up. Maybe they've fixed those problems, or maybe I just broke some things myself, but I don't trust it.