I assume from your post that both Windows and Linux drives are in the same machine? Then you have a problem. Linux will read NTFS (sort-of) , but won't write to it. Windows will not see a Linux filesystem on the same machine no matter what you do.
1) Using partition magic, or similar, create a new partition out of the XP NTFS partition, and make it FAT32 instead of NTFS. Boot into Linux, and move your files to the FAT32 partition. Both Linux and XP work well with FAT32. When you go back to Windows XP, it will read and write the FAT32 volume just fine.
2) In Linux, use K3B or similar to write your files out to a CD or a DVD. When you boot back into Windows, they can be read from the CD or the DVD.
Of the two, the second one is probably going to be safer. Adding a partition to your hard drive AFTER Linux is already installed may mess it up, as it may not be able to find itself when booting.
The long-term solution? If you MUST use XP and Linux on the same box, create a FAT32 partition to begin with, and use it for storing all your data. Another great way to do this is to have two boxes. One with XP, and the other with Linux, and connect them through a small ethernet network. Used boxes are cheap, and each OS is then responsible for managing its own filesystem. No incompatibilities.