I'm using XP too.
(I do have Ubuntu running under Virtual PC though...)

Just go to http://europe.nokia.com/770. You'll see Download OS 2006 Edition on the right. Click on that to go to the Software upgrade page.

The system requirements and instructions are on that page. The download for the Nokia 770 Software Update Wizard is on the bottom of the page.

If you don't already have Microsoft .NET 2.0 framework installed, you'll need to install that first. It's a bit of a pain downloading and installing everything, but it's worth it to upgrade to the 2006 software.