Hi Ivan,
you might want to make sure that the basic functionality is present with the toolkit. XP has a different of MDAC than NT, and each version tends to behave differently (but they should still work). There are some simple connection examples that are installed with the SQL Toolkit, try running those to see if you can connect at all to the database. It always helps to try isolate the problem to your particular case or whether the toolkit installed correctly.
Kai Kratt
NI
(with thanks to Bilal Durrani, NI)