Activate the virtual desktop manager

You will have to start by installing PowerToys for XP which allows you to manage these desktops, with the program available for download here:
PowerToys pour XP

Here is how you activate the virtual desktop manager:
Right click on the taskbar and go to Toolbar and Desktop Manager
 
Once activated, a new menu will appear on the taskbar which contains 5 small icons. The green icon provides you with a preview of the 4 desktops so that you can select the one that you want, while the icons 1, 2, 3 and 4 allow you to change from one desktop to another. The whole thing is rather intuitive.

This is what you will see when you click on the green icon, with each of the windows having a name of 1, 2, 3 and 4. To change from one to the other you simply have to click on the one you want.

You can also configure each desktop individually by setting a different wallpaper for each of them, with this making it easier to identify. You can then choose a key combination which will allow you to change between the different desktops. To access these options, right click on MSVDM (just to the right of the green icon).

This function is rather useful, with it being difficult to understand why it took so long to be made available to Windows users! Until now a third party program had to be installed to be able to use virtual desktops. But it’s better late than never!