You may have a firewall issue, but it is also possible that Network Discovery is not turned on.
Click on the Windows logo in the lower left corner, then click in the "Search programs and files box" and type "network" (withouth the quotes) and wait a moment. The box will start to fill with items that Windows finds containing the work Network. At the
top of the list will be a heading that says Programs, and below that will be the word Network with a blue monitor with a globe-looking icon. Click on that.
A window will open, and Windows will start searching your network for other devices. Look near the top of the window for a sentence that says that Network Discovery is currently off and to click there to enable it. When you do, Windows will again try to search
the network and start displaying everything it finds. You should then see your XP computer, and when you double click on it, should see the shared printer. Right-click on the printer and choose Install.
Hope that helps.
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