I've always had good luck with the inexpensive Linksys Ethernet/wireless bridges such as
http://www.amazon.com/Linksys-WET54G-Wireless-G-Ethernet-Bridge/dp/B00008WMBT.
For connecting your device to the XP Ethernet port, you can try a normal network cable at first. If that doesn't allow for a connection, then you'll need a cross-over cable.