I think it is because your computer is trying to populate the "My Computer" window and in the process it checks for computers in your network whether you have drives mapped or not and your own network status. To make things quicker you can add your own IP addresses for your pc's: use 168.192.0.1 and 168.192.0.2 etc
XP uses self config if you don't use your own IP's so if youtype 'IPCONFIG /ALL' from the command prompt you will see addresses like 169.254.x.x, that means it's self configuring.
Alternatively, setup ICS(Internet connection sharing), one machine becomes the 'server' and the other a 'client'. The machine with ICS installed is the 'server' and will hand out IP addresses, you will have to configure this machine with an IP address: 192.168.0.1 ans set the other machine to DHCP.