I'm pretty sure this is an XP to Dell wireless drivers issue, not a prob with the AE.
You must use the "Wireless Zero Configuration Utility" in XP to set up the connection, (Google it to find out how to open WZC).
Also run "msconfig" and check your start up items. Make sure there isn't something on the start up menu relating to Wireless connection as this can overwrite changes you make in WZC on start up.