I tried to make a quick installation guide, keep in mind that steps 2-5 are the same as for Windows 7 OS
(i just copied them). Also i don't guarantee that this method will work for every windows xp system, it would be nice if someone else could try it also. Anyway i hope it helps people that are unable to install the drivers required.
Installation guide for Windows XP OS
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1. Download the Remote NDIS Compatible Device drivers from here:
http://dl.openhandhelds.org/cgi-bin/gp2x.cgi?0,0,0,0,15,1290and unzip them somewhere.
2. In Windows, go to the Control Panel > Device manager.
3. Once there, locate a device with a yellow "!" sign. It will probably be in the Network adapters area.
4. Right-click it, and select "Update Driver".
5. Select "Manual install".
6. In the next window select "Install from a list or specific location", and then click "Next".
7. Select "Search for the best driver in these locations" and tick "Include this location in the search", the folder should be the one where you put the downloaded drivers.
Windows should install the drivers if it asks for verification choose that you agree to install.