connect the crossover cable
setup network in linux
see if you can ping the winxp(ip) from linux
you know using ping a.b.c.d
once u get that working
put a proxy server on winxp
(for example
http://www.analogx.com/contents/down...work/proxy.htm)
set that up
next in linux
either in browser(firefox) setup the proxy to be winxp)
if you get stuck at some point
google for how to achieve that step