XP is not supported by H2V, as detailed in http://www.h2vista.net/forums/announcement.php?f=28, and therefore will cause problems; most notably the inability to play online. As for the Vista issue, make sure your account is not offline-only by checking that it has "Games for Windows LIVE" below the Gamertag name, and that a button saying "Join LIVE" doesn't pop up when accessing the dashboard.

If you haven't updated your copy of H2V or GFW:L Redistributable, you should do that too.