Okay still not enough info really but I think those yellow lights should be green I think. I would assume that one is the broadband signal light and the other one is the internet light. The broadband signal light should go green when it detects and locks onto a valid broadband signal on your line and the other one should go green when your hub connects to the internet. seems that your router is not seeing a broadband signal and therefore not connecting to the internet. Have you contacted Virgin technical help. they can test your line and your router.
Which router or hub do you have and what do all the lights signify on the side panel of the router. But as I say I think a call to Virgin technical is the way to go.
Oh and just a FYI Windows XP is no longer supported by anyone. Time you upgraded.