Here are the steps I followed to run Samba 3.0.14 under Windows XP Pro SP2:
  1. Download http://cygwin.com/setup.exe and run, to install Cygwin on your system.
    Select the following additional packages:
  2. Add c:\cygwin\bin to your system's PATH environmental variable.
  3. Open a Command Prompt window, and type:
    cd c:\
    
  4. Download http://www.smithii.com/files/plugins/z_samba.zip to C:\:
    wget http://www.smithii.com/files/plugins/z_samba.zip
    
  5. Unzip the contents to the current directory:
    unzip z_samba.zip
    
  6. Rename z_samba to samba:
    move z_samba samba
    
  7. Disable the NetBIOS by executing:
    cd samba
    regedit.exe /s files\disablenetbios.reg
    
  8. Select Start/Control Panel/Administrative Tools/Services, and change the Startup Type to 'Manual' for the following services:
  9. Reboot
  10. Open a Command Prompt window, and type:
    subst z: c:\samba\files
    subst y: c:\samba\files\ramdrv
    path=c:\cygwin\bin;z:\samba;%path%
    y:
    mkdir \tmp
    cd \samba
    
  11. Edit c:\samba\files\ramdrv\samba\smb.conf as needed to match your environment.
  12. Empty out the example passwords in smbpasswd:
    copy /y NUL smbpasswd
    
  13. Add a Samba password for each local user on the system:
    smbpasswd -a username
    
  14. Start Samba by typing:
    nmbd --configfile=./smb.conf --log-basename=./logs --hosts=./lmhosts --daemon
    smbd --configfile=./smb.conf --log-basename=./logs --daemon
    
  15. Now, go to another machine, and type:
    net use * \\1.2.3.4\c$ /user:username password
    
    where 1.2.3.4 is the machine name, or IP address of the machine running Samba, username is the name of the user you just added, and password is that user's password.