Windows XP with multiple network adapters sets the fastest network card to the highest priority. If you have a gateway on each of your network adapters but only one network adapter gives you access to the internet you may need to switch what network card does what or remove the gateways on the other devices.
From the command line (dos window) type in
route print
the lower the number on the right of that list is how XP will determine what network card to use. This command will even let you setup other routes but it's hard.