Pinging a guest does not work when using VirtualBox NAT networking.
You CAN still connect to services (File and Printer Sharing for example) running on the guest when using NAT if you setup port forwarding. See section 6.3.1 of the user manual or ask here if you have trouble with a specific service (let us know what the guest service is and what ports it uses).
Or you can set the guest to use Bridged networking (requires a router on your lan). The guest will have its own IP address on your lan, assigned using by DHCP on your lan, or static. You could then ping the guest, as well as connect to TCP services.
Note: By default the Windows XP firewall blocks incoming pings. See here for how to enable it: http://www.sysprobs.com/enable-ping-in-xp