Here's an article that'll tell you about a very possible security threat while using wireless access on Windows XP. There's even a tool to help people to exploit it :)
Even with XP SP1 (and probably 2), the following weakness prevvails:
A relevant portion of the possible attack (preferable to read the complete article)
A Windows XP client will probe for all the preferred network names listed in the wireless client configuration during startup, powersave-wakeup and when the driver reports signal loss for the current network name. Many coporate wireless users configure Windows XP with a business profile (secure network profile) and several other network names including commercial hotspots and home networks (insecure network profiles). Due to this configuration, it is possible to force a client to disclose the list of configured profiles, and then establish a connection to a rogue network using one of the preferred network names. Depending on the configuration of the wireless client, the client will display a bubble message indicating it has joined a different wireless network name.