There are ways to connect to XP from your Mac to access files over the net such as remote access and other ways. The Windows machine would need file sharing an open port to access the machine and you would need to have the machines IP address etc (eg h**p: //192.203.169.1 which changes on every machine) There are plenty of people here who could guide you through this procedure or
another way is if you use this site http://www.up4world.com/ to upload the file from the XP machine then it will give you a link to download to the Mac
Either the Windows XP system or the Mac need an ftp server. Then you can use an ftp client to download from or upload to the ftp server. Sharing a folder over the internet is possible but risky or troublesome. The best (easiest) option is to upload the file to an internet server and to download to your mac.
For a Windows-based FTP file server, I recommend FileZilla Server. I use it at my work for storing and accessing gzipped images made with G4U, an open source drive cloning utility (kind of like Ghost).
As for the Mac side, I would use what's already built-in to Mac OS X for FTP serving if you want to use the Mac as an FTP server.
LBJ has offered or you could email me and I will send you an invite.
N.B. If you reside in the UK you have to have an address like joe.bloggs@googlemail.com. If you live anywhere else you get joe.bloggs@gmail.com (something to do with UK property rights).