did you install the software properly?
try in here..
http://www.nintendo.com/consumer/sys.../onlineUSB.jsp
the only other thing i can think of is maybe this..
with windows xp....
right click on "My Network Places"
left click on "Properties"
"Network Connections" window opens
double click on "Network Setup Wizard"
there will be an option somewhere along this setup where it says "this computer is connected to the internet, there are computers that connected to this computer then to the internet." (or something like that....)
then finish the wizard. good luck.