Well, a little more info then...When you get to device manager you need to look at your "IDE/ATAPI Controllers." Right click on the Primary and Secondary channels in turn and click on properties. Select the Advanced Settings tab then click the DMA if available in the drop down boxes. That should be it.
I don't know about XP, but this is the way you do it in win 2000. Just thought I would throw it in in case you didn't know.