Are you sure, I thought you could install it or update it from MS. Maybe I'm wrong. Have you seen this http://www.alloy.com.au/support.asp?TID=229 re: XP UPnP setting up?

Then see the Universal Plug & Play section half-way down this page Connection problems? Check here first! (click on link). To enable UPnP, you need to get to your modem/router's web page. Then check the option for UPnP.