Amarra did you solve the problem?
If not, configure your firewall (XP has its own firewall):
Firewall configuration instructions
If still problems after this, then perhaps your Java is not agreeing with your system. Uninstall Java 1.5 using the Add/remove control panel, then downld 1.4.2 & install that. You can get a link for 1.4.2 from my very 1st link in this thread about fixes for LW.