Do have a router, I am assuming so but just want to make sure.
I never use "easy automated" software and I prefer the old fashion way
in your Documents folder there should be a shared folder, put everything you want to transfer in it(don't think you can get bookmarks, sorry) but everything else you want should go in your shared folder. This is on your Xp computer
After that on the xp machine go to "my network places", and "set up a home or small office network" follow the directions and turn "on" file sharing when asked, on your vista machine you go open up the "network" option on the start menu, you may be asked to turn on file sharing at the top, do so and choose private network as your next option, wait and all you computers in your network should appear, click on your xp computer, shared documents, and copy paste to your new computer.
Again, can't help with bookmarks but that should cover your pictures and stuff, games will have to be installed separately also. Both have to be hooked up to a router, wired or wireless, wired has way faster transfer speed though.