Martin I'm not sure what you are trying to setup but if you are just setting up a small LAN to access the internet with the Cisco router as the gateway then:
Make sure you have all your settings correct in the router (IP addresses, DNS Servers, Gateway, ect) and does the ISDN connect? If it connects can the XP machine Ping the router? If so then can the XP machine ping www.yahoo.com (66.218.71.81). If you can not communicate from the XP machine to the router then it is a setup issue with the router or XP machine. Please e-mail me with any specifics and we can try to get the issue solved.