Any data that reaches your computer, email included has passed through your router, there is no way around that.
I have to respectfully disagree about getting through a router, not only was it easy 10 yrs ago, the tools available to do it are far more advanced today, most home user grade routers are more of a tool to make the home user feel secure.
If you are concerned with the end of Life and no more security updates, trust me when I tell you that any XP hacks have already been done by this time.
The people that need to really worry about this are businesses that need to be either HIPAA or PCI compliant.
Taking your network offline is the safest way, obviously you can still run a peer to peer network with file shares.
In a previous life, I was an IT director for a chain of retail stores, part of my responsibilities was to secure the network, identify threats and implement firewalls that would stop attacks in their tracks.
The amount of attacks that we stopped once the Firewalls were in place was staggering!
Unfortunately the hardcore firewalls are expensive, but a good investment.
The bigger threat is through a wireless router or access point, I cannot begin to tell you how easy it is to capture data using a sniffer! Most people leave the generic IP address 192.168.1.1 and the default username and password, this is just inviting people in.
A possible solution for you would be to have a Windows 7 pro box for your internet, then connect the other computers that you want to share info and data to a separate switch, a linksys 5 port switch would do, very inexpensive, you then put the XP computers that will share in the same workgroup and the same IP scheme, for instance, name the workgroup "studio" and give them an IP address of 10.10.100.001, 10.10.100.002, 10.10.100.003 and so on.
If you have a server, join them to the domain instead of the workgroup, you'll have a private peer to peer that will not be accessible to anything outside of the group.
If there is anything that I can do to help, please do not hesitate to ask.