Since the official D-Link dl10038e driver for XP is nearly extinct on their servers, we need to use the reference driver provided by the original chip manufacturer.
Finding the Elusive D-Link DL10038E Driver for Windows XP: A Legacy Guide
This chipset is notoriously difficult to get working on . If you are running 64-bit XP, you will likely have to switch to a 32-bit version of XP or buy a modern USB Ethernet adapter.