There has already been a post on XP and USB IR ports but I feel it necessary to note that, in my experience, XP and the 8310 do not work with an external (USB) IR. I wasted many hours (and days) getting the phone to connect and then having the connection drop the moment I tried sending data to/from the phone.
When I used a notebook IR I had no problems at all.
I did try to understand why the problem with the USB IR. I even went out and bought various makes of USB IR's and also tried a number of different 8310 software updates - to no avail.