If I understand gebrown's question correctly, there's no need to do anything special. I don't think he means Windows XP itself, just the personal files one created (documents, music, photos, etc) under his old Windows XP machine.
If I'm correct, then just inserting the disk should be sufficient. The Mac obviously can't read program files (.exe), but any jpgs, Office documents, or other standard-file-format files should be able to be copied over and used as normal.