Not all versions of XP have Media Centre. Only the specific Media Centre Edition of XP. To tell which version you have right click the My Computer icon (on your desktop or Start menu) and choose Properties. In the top right it will say "Microsoft Windows XP" and then underneath the version you have which will be one of Home, Professional or Media Centre Edition.
If you don't have MCE then there is no legit way to install the Media Centre software.
If you go to www.xbox.com/pcsetup then it will auto direct you to a page either telling you how to set up the extender software, or how to make sharing with WMP11 work.
MCE2005 (Reluctantly decided not to upgrade to TV Pack - will see if 7MC fixes the issues) | AMD64X2 3600+ | 1Gb Ram | 3x500Gb SATA | Hauppauge PVR150 | nVidia 7300LE silent GPU | Pig ugly big black case | Virgin Media cable | Xbox 360 wired extender