If this is a domain, Start – Programs – Administrative Tools – Active Directory Users & Computer. You can add the computer in the appropriate OU if you have administrative rights.
If this is not a domain you will need to setup a Windows domain before you can join to two machines together.
On the Windows server you’ll need to first install the DNS service. Then after rebooting change the primary DNS server on both machines to the Windows 2003 server with no secondary DNS server. Then on the server you can run dcpromo which will walk you through setting up a Windows domain. After this is done and the server has been rebooted you can join the Windows XP machine to the domain.
Anyway if you don’t have an Active Directory in place you can always put the 2 machines in the same Workgroup.