hey you have a number of ways in windows xp to Connect to anther pc
one is hyper terminal -->
this is a old method but it works but you have to have normal pci modem receiver also should have it you don't need any internet connection just have to dial the other computer
try this link http://www.modemsite.com/56K/x2-hyperterm.asp
remote desktop Connection
you can send invitation on windows xp to another computer this is situated in the help and support facility
there you would find
"invite some one to help" http://support.microsoft.com/kb/300546