wine works as soon as you install it:
sudo apt-get install wine
then you run Wine Configurator and set windows version to XP.
Well, this doesn't guarantee that your favourite windows program will work without crashes under wine, but some (ie. Photoshop, Word, IE) will.
http://appdb.winehq.org/ - look here for the status of your program you want to run.
If it doesn't you may dance with buben, using windows native dlls, or just install a copy of Windows XP under Virtualbox.