This article explains how to set up an Internet connection in Windows XP.
How to Connect Windows XP to Your Wireless Network
In Windows XP, you can set up all kinds of network connections using a built-in wizard.
To access the Internet portion of the wizard, go to Network Connections and choose Connect to the Internet. You can create broadband and dial-up connections through this interface.
On the 'Getting Ready' page there are three choices: