IMac Intel and WinXP - Sharing Files Problem

Hi there,
I want to be able to retrieve my files from my Windows XP Pro SP2 computer to my iMac Intel. Both currently are connected via a NetGear Router and have an internet connection (satellite modem). I use the installed Apple Airport Express card.
Problem is that I can't get either computer to see the other; however, I can successfully ping each one from the other one. There is no data loss, no delays. They are connected via ethernet cable from the satellite modem to the router, then from the WinXP computer to a different port on the router. Neither ethernet cable goes into the iMac.
Therefore, as I know that the IP addresses seem to be correct, what else needs to be done here? I was speaking with an Apple rep on the phone who suggested taking one ethernet cable and remove it from the router and connect it direct to the iMac and run it to the XP. Problem is that now the XP computer has no internet connection. So, I have reversed it back in order that both computers can access the internet. (I caught them at their closing time apparently as the agent wasn't on the line when I went back on to report that I had changed the cable over...)
When I select Go and then Connect to Server Settings, after about 1 minute I finally get an error message from the AFP server connection stating: "Connection Failed. The server may not exist or it is not operational at this time. Check the server name or IP address and try again. OK."
I have disabled the firewall on the XP computer. I also removed the antispyware, the main firewall software and the antivirus software. (These are all from Freedom Software [now called ZeroKnowledge I believe].) I then reverted to the Windows Firewall and did some more tests. Nothing changed.The only difference here between this firewall being enabled and disabled is the speed with which the error message appears. If the Windows Firewall is DISabled then it takes about 2 seconds for this message to appear. If ENabled then about 1 min.
So. Any suggestions on how I can get each computer to recognise the other? I would appreciate any suggestions here. Perhaps I've missed installing something or completing a step? According to Apple I have all I need at least for the iMac. As to the XP stuff I believe it is all fine...
I'm new to all things Mac so details might be helpful for me.
Thanks so much in advance.
iMac Dual Intel 20"   Mac OS X (10.4.6)   1 GB RAM, NetGear Router WGR614v6
iMac Dual Intel 20"   Mac OS X (10.4.6)   1 GB RAM, NetGear Router WGR614v6.

So is the router negotiating the connection with PPPoE for your local network giving you one external IP address and then using DHCP to negotiate local connections for your two computers or are each of the two computers negotiating their own connection with PPPoE giving them each separate external IP addresses?
This info from Apple may be useful to you;
http://www.apple.com/switch/howto/network.html

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