On all machines, to keep it simple, you want to verify they are all on the same workgroup.
I'll try and walk you through the ME part, but I'm honestly not as familar with this O/S. To check and/or change the workgroup, right click on "Network Neighborhood" (XP calls it "My Network Places") and go to "properties." Within properties, each computer needs a unique name, call them anything you want. You will also see the workgroup name, on me it's probably defaulted to "MSHOME." All three computers need to have the same workgroup name.
On the XP machine, right click "My Computer" and click Properties. Then click on "Network Identification" and verify or Change the computer name, and the workgroup name (XP default is "Workgroup"). Remember Workgroup needs to be the same as it is on the ME machines.
Now, go to the computer that you want to share the files from. Go to
"My Computer" and right click the folder that contains the files and choose sharing and click on the option to share the folder. Click permissions and give everyone permission to read/write files. Once done, you should be able to see a hand show up under the folders icon, indicating the folder is now sharred.
Now go to you XP computer. Click on "My Network Places" and view workgroup, or choose see all computers in workgroup. When you see the computer icon with the name of the other computer that has your data, double click it. You should see the shared folder, double click it. You should then see all your files. Then highlight all the files you want to copy, then copy them to a folder on your new computer.
I may have left some minor things out, but I'll pm you my cell phone #.