I do not have xp; however these instructions should work for you.
The driver you downloaded may be in the form of a zip file or an exe type file. If it is an exe file, double click on it and it will either install itself or [more likely] decompress. If it is a zip file you will need to decompress the file with something like WinZip. After the file is decompressed you can then go to device manager and either remove the modem and reboot, letting windows redetect the modem or you can update the driver from device manager. You must remember what folder you decompressed the file to and point windows at that folder.
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