Try letting the router provide the ip addresses to both machines. In other words, set the ip configuration (win2k and xp) to auto. The router should provide a unique ip address for each machine. Also make sure the default gateway is the same ip as your router e.g.,(192.168.1.1) if set manually.
If that doesn't work, you may need to use Internet Connection Sharing(ICS).
Search HELP for this and set it up according to your needs.
If you need further help, please specify the type of internet connection and brand of router you are using. (cable,dsl,dial-up) (Linksys,Netgear,DLink)?