First, you need to upgrade Windows XP to Service Pack 3.
Go to Microsoft's website at
http://www.microsoft.com/en-us/download/details.aspx?id=24
Where it says :
This installation package is intended for IT professionals and developers downloading and installing on multiple computers on a network. If you're updating just one computer, please visit Windows Update at http://update.microsoft.com .
Ignore that. It will take way too long.
You will be downloading an executable file, and it's a very large file.
It will download just fine.
You will run this file later (while off the Internet) and it will update Windows for you automatically.
You will be downloading this file :
WindowsXP-KB936929-SP3-x86-ENU.exe
You can burn it to a CD or several CDs so you have extra copies.
== the site says this, but to use it your computer has to be connected to the Internet :
DO NOT CLICK DOWNLOAD IF YOU ARE UPDATING JUST ONE COMPUTER: A smaller, more appropriate download is now available on Windows Update. The best way to ensure you get Windows XP Service Pack 3 is by turning on the Automatic Updates feature in Windows XP. You can use our step-by-step instructions or, if you prefer, let us do it for you.
===
Once the installation of Service Pack 3 is complete, then you will try to connect to the Internet.
I suggest you first connect to the Internet with a wired Ethernet connection to the router.
Once that is working correctly you can work on the WiFi portion.
And if you return with questions, have the information about the WiFi router in the question. We can give you links to the manufacturer's website for the manuals and FAQ information.