I manage a call center that supports 1.1 million cable modem users, so maybe I can help..
Did you install the firewall that comes with XP? If so, it may be blocking access to your DHCP or DNS server. Also, depending on who you have for your service, you may not want to have the proxy settings enabled in IE.
Are you sure your wireless router is configured correctly, and that the appropriate drivers for the PCMCIA card (for XP) are installed and working?
Try these first, and make sure that you're getting a valid IP in winipcfg, and go from there. Your cable company and router vendor should be able to help if you're still stuck.