Hasn't XP got a GS Softsynth with it anyway? I've certainly got one (Microsoft GS WaveTable Synth). I think this was written by Roland if my memory serves me correctly.

You can tell XP to use this device by default using Control Panel - "Sound, Speach and Audio Devices" - "Change The Sound Scheme" - then select the "Audio" tab and select this synth from the pulldown for "Midi Music Playback" "Default Device".

You may have to use this technique to set up any other soft synth you get hold of; depends on the sophistication of the soft synth install program.