Which program on XP can I use to open the Lubuntu image I've downloaded? [duplicate]

You downloaded an .iso file, which is a disk image containing all the Ubuntu files you need that can be burned to either a DVD or a USB, and installed off of those mediums. You do not simply open it to install.

I would suggest reading about installing on the Ubuntu Wiki

You need to burn the ISO to a CD/DVD, or you can create a bootable USB flash drive. Depending on how old your system is, you may or may not be able to boot from USB. Check you BIOS settings to determine if booting from USB is available.

To burn a CD/DVD using XP, you can use ImgBurn. Its a free utility that allows you to create a bootable CD/DVD from the ISO.

If your system can boot from USB, then you can use UNetbootin to create a bootable USB flash drive.

Either way you choose, once done, you need to set you BIOS to boot from either methods, to start the installation.