Ever since I released my version of the Foxit PDF Preview Handler, I've been flooded with comments about building a version that works for Windows XP. You see XP doesn't have the preview host that Vista has built into the operating system.
Well, I finally had some time to hunt down some code and get it working, thanks to the help of Ryan Gregg from the Outlook team. I released the sample code I used as a base for this as a part of our Code Trip project. You can view my short screencast explaining one of the core pieces here using the Code Trip's embedded Silverlight player:
You can download the Foxit PDF Preview Handler for XP here. If you have Windows Vista, I recommend you stick with the existing one for Vista as it leverages the existing preview host that is built into Vista.
Hope this helps!