ICS
First, make sure you're using a cross over cable between your windows xp and linux machine. Going from NIC to NIC you need a crossover. If you're unsure if you're using a crossover cable, look at both ends of your cable. Hold them side by side, "nipple" pointing to your feet. Wires 1,2 and 3,6 should be reversed. If that makes sense. I can't word it any better.
Enable ICS on the Windows XP box. To do this, right click on your "Lan Connection" to the cable modem, Left click on properties. Click on the sharing tab, then Enable ICS.
Now point your linux machine's gateway to your Win XP server. (route add default gw <win xp ip>) Edit your resolv.conf to point to your ISP's DNS servers, assuming you aren't running some sort of local DNS server.
Should be good from there.
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