Ted,
I'm not sure how stable AOLserver 4.x is on Windows, but you also have the problem of compiling the AOLserver database drivers on Windows as well. I have tried this in the past and it just was not effective. Things may be different now.
The best solution for testing on Windows that I have found is to use VMWare or coLinux to host a Linux virtual machine on the XP machine. This works really well, and has the extra benefit of providing you with an insulated development environment.
John Sequiera has (still I think) prebuilt VMware images.