Joining the domain is easy, as long as it's XP Pro and not XP Home:
Start -> Control Panel -> System -> Computer Name tab -> Change button -> Domain radio button -> type the name of the domain -> type in credentials for a domain admin -> wait about 10 seconds or so (less if the computer object is already in Active Directory in an OU) -> "Welcome to the _____ domain." -> "You must restart your computer for the settings to take effect." -> click OK -> when asked to reboot, say Yes. -> after reboot, log on with a domain user account.
Now if you just want the computer to have access to domain resources, but not be a member of the domain, Start -> Run -> type in the UNC path of the network share in question and click OK -> when asked for credentials, provide them -> if the account has rights, you're in!