Thank lardman for your kind hint. There is Trend Micro Anti Virus 2004 on my XP and it truly provide personal firewall function. I set to allow all TCP/UDP with all port and I even shut down Trend Micro but still can't ping each other.
I forgot to say, when XP ping Z, it says "Request time out",
and when Z ping XP, it keeps in idle so I had to remove power to shutdown Z. I wonder where is Ctrl key in openzaurus?
BTW, the usb driver have two sub-folders: network and serial. I have tried to install both and from the pointview of XP, both of them seems no problem. Of course, neither avails for ping. Now I remove driver of "serial" and install that of "network". Some kind people tell me the difference between the two drivers?