Your first course of action is to confirm that your PC supports USB 2.0. If not, you may wish to upgrade your system. PC's made before 2002 are most likely not USB 2.0.
Secondly, confirm that you have XP SP3 installed. Click Start > RUN > and type WINVER and press Enter. The Service Pack level will be listed in parenthesis after the version number. If you have SP3, then continue, otherwise, you must update your system to SP3.
Next, download this driver (http://www.android.com/drivers/tetherxp.inf). Right-click the file and click Install. This will copy the file to your Windows INF driver folder. Having completed this, you may now delete the downloaded file.
Now connect your Cruz with the USB tether cable and allow Windows to install the device driver.
Note: If it asks for the location of a library file called vgx.dll, then point it to this file location: C:\Program Files\Common Files\Microsoft Shared\VGX\vgx.dll.
Once the drivers are installed and the device is properly detected, continue with tethering step 2 instructions located here.