A brief outline - Configure your XP machine's IP settings. Not going into the Windows specifics here (but right click on "My Network Places", right click the LAN connection, then right click the TCP/IP and select properties - this is unix.com so won't dwell here!), but set the IP address to 192.168.0.1, subnet 255.255.255.0 and leave the default gateway blank.
Set the Linux box to use 192.168.0.1 as the default gateway and to get its IP address via DHCP. That way, you essentially set up Internet connection sharing via the XP machine acting as a gateway.
Do some reading up on networking in general, there's plenty on google. When you're ready to configure the Linux box - either use the GUI provided by your distribution, or give
man ifconfig a read.
This is the same setup I use at home.
Cheers
ZB
http://www.zazzybob.com