My first guess would be your ISP. Is your colleague's Mac on the same network you are on? Is there a router involved?
To eliminate XP, you could try a Linux Live CD like Puppy Linux. Create the CD f4rom the .iso file then boot the CD. If you can then connect to www.opendns.com and get a good page then it's something in your XP setup. If not then it's external to your computer, either your ISP, or router.