Why it doesn't work with Windows XP?

You can hack iCloud control panel to work on Windows XP to give you synced access to Contacts, Calenders, Reminders and Bookmarks. It also can be used to set up your me.com mail.

I found a solution here, have written it up in clearer english and added details re IMAP support for me.com addresses here:

http://xlii.be/s/1ii

In summary:

Requirements:
iTunes 5.10
Unpacking program e.g. 7-Zip or WinRar
Orca MSI editor

The iCloud setup hack for Windows XP:

1. DownloadiCloud Control Panel for Windows.
2. Open iCloudSetup.exe file with WinRar or 7-Zip and extract.
3. Navigate to and open the iCloud.msi or iCloud64.msi (for 64bit systems) with Orca.
4. In the left table select LaunchCondition. Then change in the right table “VersionNT> = 600” to “VersionNT> = 200” and Save.
5. Run modified iCloud.msi and install.
6. Run iCloud Control Panel, located in the Windows Control Panel, and set up as you want.

Have fun!