That depends on whether you're connecting it to the Internet or not.
If you're not connecting it to the Internet, you don't need an antivirus -- and you don't risk the antivirus interfering with games.
The antivirus I use with XP is Microsoft Security Essentials. However do not get the latest version because it contains nagware about updating to a new version of Windows. We had a thread about it here
http://www.gameboomers.com/forum/ubbthreads.php/topics/948477/F-Secure%27s__Security_Advisory_I think the download link for the good version is still at
http://go.microsoft.com/fwlink/?LinkID=231274You should also disable automatic updates or Microsoft will "update" the good version of Security Essentials to the nagware version. Tell the computer to "Turn off automatic updates"
http://pcsupport.about.com/od/windowsxp/a/windows-update-settings-windows-xp.htmYou can still check for updates manually, though there won't be any new ones for XP. But when you have control over the updates, you can make sure that nasty nagware "update" won't get through.
It's probably a better solution to keep the XP computer off the Internet. But if you decide to use the computer on the Internet, connecting either through wireless or "wired," there are a number of other free antivirus you can use if you don't want Microsoft Security Essentials. Here are some
http://freebies.about.com/od/computerfreebies/tp/best-free-antivirus.htm