Yes, that does indeed work but is not what I wanted. Sorry I wasn't more clear.
What I want to do is to share the Mac iTunes Library with XP. I want to be able to download music into just one Library and have it accessible to both systems. If I access the shared iTunes Library from XP, I can play the songs but if I log into iTunes Store from iTunes XP and then download a song, it goes into the XP iTunes Library and is NOT accessible from the Mac.