Hi Tony
This would seem to answer your question:
http://pear.php.net/manual/en/faq.windows.php
If you can install PHP on WinXP - and you can because I did it last night doing exactly the same thing I did for installing WAMP on Win98 - then you can install PEAR. As the info at the link target will tell you, some PEAR classes won't work on Windows because they contain commands exclusive to UNIX-based platforms. However, you'll probably find that those classes are of no interest to you anyway.
Btw - I installed PHP 4.3.3 last night and it already includes PEAR. I haven't checked whether I need to edit the php.ini file, as well, but I'm sure it'll be no problem.
Have fun
Norm