I have same configuration. And I setted my VBox as a (terminal)service, and it runs in background.
This configuration is multi-step, no too easy, if you are a beginner. But I did it...
Start here, at first, you have to set Network type, to Bridge mode.
Look at here, in Attached to: section:
Then, your DHCP client will handle your XP as a new computer in LAN, so it will give a new IP to your virtual XP. That IP will be your RDP host. To check that IP, click on network icon near the clock, and the details tab will show your IP, if your DHCP works fine!
XP - guest machine
Here, you should enable RDP server mode and multi user login system, see that tutorial here.
Image example for STEP 5:
Ubuntu - host system
At first, I give you a method, how can you start your guest machine in background.
Hit [Alt] + [F2], type in:
VBoxHeadless -startvm "NameOfVirtualMachine". You may add it to (System > Preferences >) Startup applications.
To check the status, start your VBox controller, and it will display: Running...
If you want to shut it down, you should log in remotely to guest, and right click on task bar(or [Ctrl] + [Alt] + [Del] if it works), then Task manager. In the task manager, you can click on Shut down > Power off; click yes, if it asks you about the restart problem.
Before you connect to your XP, you may play with resolution, settings, sound config, shared drive, not all options will work!
If I forget something, please ask me!