here are the instructions
http://www.xbox.com/en-US/support/systemuse/xbox360/digitalmedia/pc.htm
bit you need
To set up Windows Media Player 11 on a PC running Windows XP
-Connect your console to your PC as described above or using one of the connection types described in Connect to Xbox LIVE.
-Go to the
Windows Media Player 11 download page at www.microsoft.com to download the software. -Depending on your region, Windows Media Player 11 may also be available at
www.xbox.com/pcsetup.
-Click Windows Media Player Software (or, if you followed the link for a manual download, choose your operating system and follow the instructions).
-Run the software setup on your PC and follow the prompts.
-When setup is complete, Windows Media Player should automatically start. If not, open it.
-In Windows Media Player, click Library, Media Sharing.
-Select Share my media, OK. Windows Media Player will search for devices on your network.
-Click your console, then click Allow. If you want to apply more options, click Settings. When done, click OK.
-On your Xbox 360 console, in the Media area of the Xbox Dashboard, select Music, Pictures, or Video.
I-f your PC's content is not displayed, press X and select your PC.
