Connect my iPhone to my windows xp pc

In order to connect your iPhone to a computer with a wireless connection you need to create an adhoc network.

Right click on My Network and select properties.
Right click on the Wireless Card and select properties.
Select the Wireless Network Tab.
Click on Add.. under the Preferred Networks section.
Set a name for the network you are creating.
Either setup a WEP key or set the data encryption to disabled.
At the bottom of this you will see a check box for "This is a computer-to-computer (ad-hoc) network; wireless access points are not used" check this.

Once you setup above, make sure the wireless is on, and then go on the iPhone and search for that network name you just created. Once it connects you can use whatever app you need in order to transfer data between the iPhone and computer.