Welcome to our forums! Would that "free piece of software" be "VirtualBox" by any chance? That's what I use to run Windows on my MBP, simply because it was quick and easy to set up and run. From your description, it's probably not VirtualBox, so I'm going to assume you're actually booting the machine into Windows.
Here's what to do: when you boot the computer, hold the "ALT" key as soon as the boot chime sounds. Hold it down until the boot manager shows up. You should get a screen that offers your OS X boot partition, your XP partition and anything that might be in the optical drive. Simply use your mouse or the arrow keys to select the partition you want and the computer will boot into that OS. I suggest you select Lion, then go to Settings-there should be an item in the System section called "Startup Disk," which will let you choose the default boot OS. From there, I think you need to repeat the setup of XP so that the boot manager can find it correctly.
I hope this helps you out, and again, welcome to our forums.