(as a personal reference dedicated to Nanook)
The router configs for this post came from “Installing SDM” (1) YouTube video posted by "Cisco Learning Institute" (CSSIAdotORG)
I'm installing SDM-V25 (Cisco’s Security Device Manager) on a c3725 in GNS3 from a WinServer 2008 VM. I’m sure you can use an XP VM to do this. Note that SDM is EoL (End-of-Life) and is replaced (?) by CCP (Cisco Configuration Professional)… but I believe, at this time, SDM is still in the CCNA Security curriculum (?). See: http://www.cisco.com/en/US/products/sw/secursw/ps5318/index.html