Hi,
I just got a canon eos 20d and loaded the software, etc on my computer with windows xp. The software loaded normally and the camera is seen by the computer. The camera is recognized but the computer does not see any of the pictures on the cf card. I tried to reformat the card and take more shots but, still, the cf card is not read. In windows explorer and in the automatic picture utility in windows, it shows empty folders and the utility says "there are no pictures on your camera."
Are you shooting Raw format? Windows XP can not see raw files without some kinda patch. Try downloading Irfanview. It's a fast small file viewer and does see most raw files!
I had the same troubles when I first unloaded from my 20d .. so I used a card reader and transfered all my pics that way .. it was slow though so I'm sure there is a better way .. (have XP Pro, never had any trouble with my 300d and all shots were RAW)