I would suggest that you don't share "Desktops" but rather just use a folder at the root os C: Something like C
Photoshop Shares. You may also just as easily use a folder in you Mac users home folder. Perhaps ~/Photoshop Share.
Regardless you'll need to enable sharing. If the Mac hosts the share turn on sharing in the sys pref sharing tab by enabling windows sharing. This makes your home directory accessible to windows using your mac username and password. If you browse to My Network Places > Computers Near Me > Mac's Name > (when you double click it you'll need to enter the username and pass) You'll see the mac users name as a share. You might need to enter the authentication as,...
macname\username
password
you should then be able to browse your photoshop share.
I suggest this type of sharing because if you try to copy files from the mac to the pc it will fail since the mac cannot write to an ntfs partition, which is what XP is. Use the pc to pull files over vs pushing them from the mac.
To make it even easier going forward. On the windows side you can right click the mac share and select map network drive. This will give you a drive letter in My Computer that will connect dirrectly to the share and retains the credentials so you don't need to go through the hassle every time of browsing to the share and authenticating.