Password for what? WEP, WPA PSK, Web Admin, or Pin?
XP treats network key input as WEP Open by default, and so it might complain if it isn't alphanumeric. Try input in the advanced wireless settings by editing the properties of the wlan in the preferred networks list and selecting the type of encryption before entering the password...
I couldn't connect to my Wlan using XP with WPA-Personal until I manually changed the settings for encryption on the WLAN properties in the preferred networks list. For some reason, every time I scanned for available networks and hit connect (XP's Auto connect attempt), the network key wouldn't work.