dude, i would put them both on a router so that you don't have to set up the network, but if you have them set up right (IP addresses and everything, all you do is put all the files you want off of your PC into a shared folder, go to your OS X box, open system prefs, click "sharing," and then find the option to enable windows file sharing. then, from a finder window, hit cmd-k (to connect to a server. enter the IP address of your computer and click "connect." shortly you will be asked for a username and password. if you didn't set up one on your XP box (no password for filesharing that is), then just say OK without changing anything, and then you will get a menu of all the folders shared on your XP box. click the one you want to connect to, and bingo, there you go. you can copy the files at will.
[edit] this is basically what nonfiction said, but it was a more thorough explanation. hope it helps you [/edit]