It's recently come to our attention that the out of band management console that is used to connect to AMT-based computers has a problem running on Windows XP SP2. We're in the process of updating our Supported Configurations documentation for this, and the June update will have the following troubleshooting entry added to the topic "Out of Band Management Console Issues":
The Out of Band Management Console Running on Windows XP SP2 Fails to Connect to AMT-Based Computers
The out of band management console is not supported on workstations running Windows XP on versions earlier than Service Pack 3. A workstation running Windows XP Service Pack 2 fails to connect to AMT-based computers and logs the following entry in the <ConfigMgrInstallationPath>AdminUIAdminUILogOobconsole.log file:
GetAMTPowerState fail with result:0x80072EE9
Upgrade the workstation to Windows XP Service Pack 3 or run the out of band management console on an alternative platform that Configuration Manager supports for the out of band management console. For more information about supported platforms, see Configuration Manager 2007 SP1 Supported Configurations.