Do you want your xp machine to be a vpn server or do you want to connect to your vpn using your xp machine. If you want to connect to a vpn using your xp machine it will be similar to connecting and disconnecting from a wireless network, it's pretty much just another layer. As far as using xp as a vpn server you'll have to look for a 3rd party app because only windows server operating systems can do that. You could always create a linux server to do it (good freaking luck).