This tips comes from Sahil Malik and it's too much interesting for not bookmarked it:
XP SP2 has SSL disabled, and if you want to enable it, these are the steps:
- Enable to HTTP SSL Service.
- Download IIS resource kit for IIS 6.0 (Even though XP has IIS 5.1)
- Run SelfSSL.Exe /N:CN=Sahil /V:30 /S:1
Now your SSL is enabled! 
For more accuracy, remember that the above are instructions to enable an SSL website, and install a development environment certificate, on Windows XP SP2.