Dunky:
Let's clarify some of the basics so that you understand what is going on and can make your own decisions. When you talk about hosting DNN for production on a hosting company, we are strictly talking about Windows Server ONLY, XP is completely out of the question. And you want to have Windows Server 2003, if you cannot get it look for another hosting company. DNN does run on XP Pro (since it has IIS) but is limited in the number of concurrent clients it can serve, this is mostly used for testing and module development.
Then, IIS. This stands for Internet Information Services (used to be Internet Information Server but not any more). IIS is the Web Server engine for Windows Server, so it is mandatory for serving even plain old HTML content. Now, on top of IIS, you want to have ASP.Net 2.0, which gives IIS the ability to run dynamic applications like DNN written in any of the .Net supported languages, DNN happens to be written in Visual Basic.Net. EDIT: IIS 5.1 is found in XP Pro, IIS 6 is found in Windows Server 2003, IIS 7 is not out yet, it is the version that will come with Windows Server 2008 (in Beta testing now).
Then you need SQL Server. It can be 2000 or 2005. SQL Server is supported out of the box, SQL Server 2005 Express edition can be used (this is the free version) but it will depend on your traffic projections to see if you will hit its limitations. No, MS-Access is not supported, it used to be but since Microsoft offered SQL Express 2005 for free there is no need to even touch Access.
For the sake of your sanity, don't even try to run DNN on Linux with Mono. Regardless of what's been said, DNN is made for Windows Server.
Then last but not least, you really need a hosting company with the familiarity and willingness to work with you to support DNN (on Windows Server with SQL Server). If their support staff is composed of those fanatical Linux kids, your experience is not going to be good. Look in this forum for hosting recommendations, I have my own server so I cannot help in this regard.
Hope this helps. Don't hesitate to post more questions if you need to.
Carlos