Thanks al108.
I got the connection.
But I found that the winxp side canNOT connect to internet and NOT allow to ping www.google.com.
Even no internet connection, winxp can ping the server ip and dns service provider ip.
I have input the command "iptables -t nat -A POSTROUTING -o eth1 -j MASQUERADE" without problem.
eth1 was connected to the internet.
Please help.
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