Yes, if you installed the cd of drivers once XP was up and running (the one that bootcamp prompts you to burn before you make the partition) then there should be a little monitor icon in the taskbar (bottom right). Click on that to adjust the brightness.
If you haven't burned the drivers disk yet, just go back to OSX, run the bootcamp utility and the first thing it should ask you to do is burn the drivers cd. Insert a blank disk and it will do everything for you. Once the disk is done you can quit and switch over to XP to install it.