Hey dude,
I'm not sure if you can find pre-compiled libs for MinGW and XP, so your best bet would be to google it thoroughly. If you decide to compile LAPACK and BLAS from scratch and you're feeling *brave*, then:
1) Download the source code from here:
http://www.netlib.org/lapack/#_lapack_version_3_4_12) Follow the instructions from here (check the part where it says installation):
http://www.netlib.org/lapack/lug/3) For LAPACK related related questions, please go the appropriate forum:
http://icl.cs.utk.edu/lapack-forum/By the way, I'm just stating the obvious here, but if it's possible then try using Linux, as you can definitely can find pre-compiled libs or if you insist on using XP (company policy etc) consider installing Cygwin. Google both stuff for more details.
Good luck and I hope this helps!
Cheers