The thing with Windows XP, as anyone using it will soon learn, is that while reading instructions for windows the two letters XP change in your mind to NT 🙂 because xp is basically nt.. whenever you come to a stumbling block and think "surely they support this in xp.." just check if it's supported by NT, if so, how, and then follow that line of reasoning....
to get php set up on mine i just installed IIS (following instructions for NT) which is included with XP.