Duh. It turns out that one comes with XP. I searched all over the MS tech sites, but never checked the start => Help and Support info.
To install, start with the Add/Remove Software control panel. Click on Add/Remove Windows Components in the lefthand column. Then install all the Management and Monitoring Tools; snmp is part of this.
This gives everyone in the world access to everything. To configure
for restricted security, do the following:
Administrative Tools control panel
=> Computer Management
=> Services and Applications (on LHS)
=> Services (still on LHS)
=> right-click on SNMP in RHS pane, choose Properties
=> Security tab
I recommend restricting access to localhost, that is, 127.0.0.1.
(Note that windows does not let you specify a subnet, eg 127.0.0.0/8.)
Another option is to use the SysUpTime agent at the iReasoning site. This is part of their SysUpTime NMS; it's a full-featured SNMP agent.