What version of the NI-488.2 driver do you have? The current version (ver 2.3) should come with a newer version of MAX (ver 3.1.1), upgrade your driver to this version first.
Also do you have another GPIB instrument you can use to check if the USB-GPIB-A works? As a reminder, everytime you disconnect the USB-GPIB-A or reboot your computer, XP will ask you to reload the driver for this USB-GPIB converter again, this is an expexted behavior. Make sure the dirver is loaded correcly before you go into MAX and scan for instrument.