It is recommended to not grant access to the internet to the XP guest. You could take it a step further and not grant it direct access to or from the host drives, only enabling them when you disconnect the host from the internet.
Basically, download files with the host, scan them, disable internet, turn on networking in the VM, copy files over, disable VM networking, re-enable host internet. A bit extreme, but should keep the OS from getting malware or the like. Really depends on how important it is.
I use an XP VM to connect to old hardware using the original tools that need XP, so I don't really mind it having direct access.