Is there anything preventing you from installing Apache Webserver on your WinXP system? That's what I've done for preliminary testing of CGI stuff.

The first problem that you're likely to run into with this sort of solution is that it's probable that your remote webserver isn't running WinXP (probably Linux), and thus, you will have to pay attention to remaining operating-system portable.

But keeping that in mind, you can still do a lot of testing just by installing apache webserver on your system. It's free, by the way.