The different versions are not for different operating systems, they should both work on XP.
If it says it can't connect to the DB, this normally means that postgres isn't running.
Please try starting the postgres service: Start -> Programs -> PostgreSQL -> Start Service.
If that, and a reboot doesn't work, try stopping the service (Start -> Programs -> Postgres -> Stop Service), running a search on your computer for postmaster.pid and then deleting that file, then restarting the service and see if that helps.
Note that you may need to turn on 'View hidden files and folders', and the file seems to be in the folder './Program Files/postgresql//data'.
See also:
viewtopic.php?f=17&t=6332#p38285