XP Pro is a CLIENT operating system. DHCP Server is part of a SERVER operating system. If you need to run DHCP, you need to install Windows 2000 Server, then use Add/Remove programs, look in Windows components, and install DHCP server. The DHCP server must then be authorized in Active Directory on the Domain Controller. Then you need to configure a scope of ip addresses to assign to DHCP clients.
 
What exactly do you want to do with DHCP? You said you don't know any networking, so I am wondering what it is you actually need.

Maybe Valery is only trying to start DHCP ? Just guessing but if so:
 
Go to Control panel, choose administrative tools, then component services and click the services. Go down to the DHCP client, right click, choose properties, and set the startup type to automatic. Back off one step, choose start from the right click menu, and your DHCP is set to start automatically at next boot and its up and running for now.
 
H.

Thanks everybody.
 
I was looking for sharing my internet connection with a PC which is already configured as a DHCP client.
 
I don't know why but by giving the first IP to my PC (192.168.0.1) I managed to connect the other computer (DHCP client).
 
It works ... So it's good !
 
Bye, Valéry

It is all automatic with 2 NICS in 1 computer. NIC 1 connects to your internet connection (WAN). I have a static in my case, but you may have DHCP or PPPOE. The second NIC gets no values at all. Then under Network Connections, right click your WAN NIC and choose properties. The advanced tab has the Internet Connection Sharing. With that checked, both computers get assigned local IPs and can share files in conjuction with File and Print Sharing.
 
Regards,
 
Jeff