First, check to make sure you can "see" the other computer and the shared drive.
Now right click on your "My Network Places" icon. I have mine set to be on the desktop, if yours isn't then go to Start/My Network Place and right click.
From the menu that appears, select "Map Network Drive".
A dialog window will appear. Pick the drive letter you want the folder assigned to, and then use "browse" to find your other computer on your local network. You should be able to see all shared resources on that computer. Select the shared folder you made on the other computer, and then click "OK".
Now you're back at the "Map Network Drive" dialog window. Assuming this is something you want to be available any time the computer is on, check the box marked "Reconnect at Logon".
Now click "Finish" and your data folder should be available as a "drive" through My Computer.
Note: You should always be careful about sharing network drives to make sure you aren't exposing your assets to the wide wild internet. Routers should USUALLY provide a reasonable level of security for your network--but be SURE TO SECURE THE ROUTER. Change the password, change the administrator name, and maybe even change the IP address. If you're not using wireless networking but you have a wireless router, turn off the wireless portion of the router through the setup options. If you are using wireless networking, be sure to use encryption and other standard security measures.ETA: Almost forgot, when you share a resource you have the option of password protecting it. Look
here for some information on this.
Another thing I forgot to mention, I think Windows XP prevents you from sharing the "My Documents" folder or any user's home directory. So you'll need to pick or create a folder somewhere else. To make it simple, you could make a folder in the root directory called "Shared Resources", and then put the folder(s) in there that you want to share.