I also haven't got Madblox working on Vista (Yes I know you're doing xp) but I think I know the problem. You probably don't have radmin vpn or have a version that doesn't support it. Download this version of radmin https://download.radmin-vpn.com/download/files/Radmin_VPN_1.2.4457.1.exe (Supports XP) and join the network that's in the download page.
I do have Radmin. When I try to join a game the MADBLOX app runs, but it does not show up on the taskbar and it does not launch the game. Task manager says it's open. But it's not.