Although you don't realize it, you do have a user account on that XP
box. If you never created one, it is probably XP Home and you got it
preinstalled from an OEM (HP, Dell, etc.). If this is the case, the user
account is probably something like "Owner". You can check by looking in
the User Accounts applet in Control Panel or in C:\Documents and
Settings to see what the actual name of the account is.

That said, assign a password to that account and then if you like you
can set it up to login automatically into that account so you'll go
directly to your Desktop just as always. This is how:

Configure Windows to Automatically Login (MVP Ramesh) -
http://windowsxp.mvps.org/Autologon.htm

Then go to the other machines and create a user account and password
identical to that one. You don't need to be logged into that account but
it does need to exist on the other machines for network authentication.

Malke

Run the Network Setup Wizard (in Start > All Programs > Accessories >
Communications) on the XP Home computer that causes a username and
password screen when clicked.  Tell the Wizard to enable File and
Printer Sharing.  

If that doesn't solve the problem, follow these steps on the same
computer:

1. Open a command prompt window (in Start > All Programs >
Accessories).

2. Type this command in the window, then press Enter, to enable the
Guest account for network access:

  net user guest /active:yes

3. Remove any network password from the Guest account:

  a. Type the command "control userpasswords2" and press Enter.
  b. Click Guest.
  c. Click Reset Password.
  d. Click OK without entering a new password.