I assume the laptop has an ethernet port. Then all you need, as has been said, is an ethernet card in your PC (about £15 for one capable of 100mbit transfer) and a crossover network cable (various prices depending on length).
It
must be crossover or the connection will fail.
WinXP *should* see the cards and automatically configure them. Running the home network wizardy thing should be sufficient to get you up and running for this simple task.