I have the same Kit (Dell running XP +SP3) and a UNO-R3 I'm getting a similar effect, so I would be interested to find the solution.
I'm using a book "Arduino - A quick Start Guide" for reference, in the absence of anything better.
I've tried Control Panel - Hardware Installation then elected to install Arduino UNO R3. inf which can be found in the zip file (Old Arduino Drivers.Zip) within the Drivers folder extracted from Arduion-1.0.5.zip.
I then get a flash message advising that the software you are installing has not passed Windows logo testing to verify its compatability..........Microsoft strongly recommend that you stop this installation and contact the vendor for softeware that has passed the Windows Logo testing.
So my questions - in addition to that posed by Newbie are :- Am I almost there? Is it safe to use the UNO R3 .inf as a driver (ie ignor Microsoft's dire warning) Is there any Microsoft Logo tested software available