So far, nessus and nmap have failed to work under xp (with the correct winpcap). I got to get to class, maybe I can post the errors later.
That's something I've heard a lot. Perhaps a look at Retina (use the trial for the 14 days) or other Windows specific vulnerability scanners. Or.. if you have a spare box fire it up in Linux. WebAttack (now called SnapFiles) has a nice selection of Freeware scanners.

And aren't you supposed to use Newt for Windows in regards to Nessus?