If you are able to run virtual box, it means that you have compiled the kernel module and you have everything that is required.
The guest additions must be run inside Windows. That is, you need to install the additions for every guest operating system that you have (in this case, XP).
For Linux *guests*, this involves compiling another kernel module (which should be done automatically when you run that script)
For Windows guests (which is what you want), it is just a matter of letting the virtual CD-ROM autostart and launch the installer.
For accessing this "virtual cd-rom", go to Devices > Mount CD/DVD > CD/DVD Image, and then select the VboxGuestAdditions.iso file inside the additions directory. Do this while you are running windows.
If it does not autostart, access the cd-rom inside "My computer" and double-click VBoxWindowsAdditions.exe
You can burn this additions iso file to a real CD, but there's not much point as Virtual Box operates with the iso just fine, as if it were a CD.
I installed "Qt 4.4.1-586-1vl59," "SDL_Pango," and "SDL_Perl," the latter of which pulled in all of the rest of the SDL packages as dependencies.
I might be wrong, but I think you only needed the QT and sdl-1.2.11 packages from the repository. No harm done, of course, but I don't think you needed to install SDL_Pango, SDL_Perl and the rest of it.