For what? They should remove it completely. It is one of the biggest hole in the security.
Perhaps you have firewall and/or antivirus and they disable UPNP on your system.
or
If Windows XP doesn't detect the device using UPnP, do the following steps:
1. Click Start > My Network Places.
2. In the Network Tasks pane, click "Show icons for networked UPnP devices". A confirmation message appears.
3. Click "Yes". The "Windows Components" Wizard opens and makes the necessary configuration changes to enable UPnP.
The device should now appear in the list of network places.
If this doesn't work:
1. Click Start > Control Panel
2. Click "Add or Remove Programs", then click "Add/Remove Windows Components".
3. In the "Windows Components" Wizard, click "Networking Services", click "Details", and then select the "Universal Plug and Play" checkbox.
4. Click "OK", and then click "Next". You may be asked to provide your Windows XP installation CD .
The device will now appear in the list of network places.