Using this guide you can SET your IP in windows XP.
I've yet to ACTUALLY see anyone explain how to do this. So here you go.
Start by opening the command prompt.
Do this by going to Start > Run
In the run box type "cmd" without quotes and hit enter.
You will see the command prompt dialog box. In it type "ipconfig /all" without quotes, again hit enter. You will see a printout of all your internet connections. With a list of your IP, and other info.
You're going to need this information so leave this box up.
Now go to the control panel and open your network connections.
Select your active network connection, right click, properties.
Now you should see a properties display, and a listbox with the caption "This connection uses the following items:"
Scroll down till you see "Internet Protocol (TCP/IP)"
Highlight it and click properties.
Now you should see 2 radio check boxes. "Obtain IP Address Automatically" or "Use the following IP address"

Now bring up your command prompt. And fill in the info as needed.
Example:
IP Address: thefirstnumbersofyourip.thesecondnumbersofyourip.3 3.67
Subnet Mask: Copy this from the command prompt
Default Gateway: Copy this from the command prompt
Preferred DNS Server: Copy this from the command prompt
Secondary DNS Server: Copy this from command prompt
Then when you're done click "Ok"
And then in the properties box click "Close."
You'll be disconnected from the internet then reconnected if you did it right. If you open the command prompt or go to whatismyip.com you should see your new IP listed.
This will not work if you have a router hooked up. Or if you're on dial-up.