I had this problem, though not with WinXP, over my LAN. All of my computers would not respond to 2 of the 3 computers hosting over the LAN due to a "Firewall" being present. I keep this firewall on my computers on at all times due to the fact that my LAN is connected to a Cable Modem, and the net. I have had numerous problems with hackers trying to hack into my computer system, even when I am playing a LAN game due to the cable modem. So hosting over a LAN is restricted to IP Address recognition, and I cannot play any of my other games unless I disable this process. This is an enormous inconvenience to say the least.
During the beta, I was not able to host any games behind my Linksys Firewall, and Sierra and SSSI have said that they would fix this problem by allowing hubs such as these to force an address through a NAT and allow us to host on sierra.com. Thus far, this has not been done, if you read the readme.txt file. I am vastly disappointed with this, because I have been told, by E-mail through SSSI, that this problem would be remedied by release time. I agree with rucrazee that Sierra and SSSI need to recognize firewalls as an essential part of playing online or they are likely to lose many online players, and as a result, many potential future buyers!