Please let me know if I understand your setup correctly: You are attempting to run the Admin Console from a Windows XP machine (this machine is not a master or media server, just a regular PC) and connect it to your master server? Also, I take it that the Java Console is not an acceptable choice?
There are 2 things you need to do to set something like that up.
1) Add the XP machine's hostname into the 'allowed servers' list, which it sounds like you've done.
2) Add the ID that you login to the XP machine with to the 'Authentication' tab in the master server properties screen. This part takes a little fiddling with, but should work.
2a) You may also need to add a /etc/hosts entry for your XP machine, but this is probably not absolutely necessary. I would suggest trying it if the 2 items above still don't work.