If you do the Home or Small Office network thingie, then one of the XP
machines is configured as the gateway, which you don't want, because your
router is your gateway (I'm assuming that its a wireless router with some
ethernet ports on it).

Both your XP machines should be configured to use the router as the gateway
(if the router is a dhcp server too, that makes it easier, just set both XP
boxes to get dhcp assignments), if no dhcp then set the default gateway to
the router's ip address, and pick a couple of ip addresses in the same
subnet for the XP boxes.  (i.e., if the router is 192.168.0.1, the subnet
mask should be 255.255.255.0 for everyone, and the XPs could be 192.168.0.x
and 192.168.0.y, where x and y are any number between 2 and 254, but x can't
equal y, and the gateway for the XPs is 192.168.0.1, and the dns is whatever
your dns servers are - sometimes the router relays dns, so dns would be
192.168.0.1 too, otherwise its whatever your isp says they are).

If your not sure if the router does dhcp, set the XP to look for it, and if
it ends up with a 169.254.x.y address then dhcp isn't working and you have
to manually configure it.

If the router is 172.16.x.y, then the subnet is 255.255.0.0 and the XPs can
be 172.16.whatever.  If the router is 10.x.y.z, then subnet is 255.0.0.0,
and the XPs can be 10.whatever....

If its a router and a separate wireless access point, that's different, let
me know...