I just came across this post. The linking problem is not related to a Windows XP operating system.
It is related to a version of Visual Studio a software developer is using.
For example, here is a usability\support matrix for these 4 functions:
VS 2005 VS 2008 VS 2010
_mm_cvtss_f32 - X X
_mm_castps_si128 - X X
_mm_min_epi32 - X X
_BitScanForward X X X
'X' stands for support
'-' stands for doesn't support
Remember, that VS 2005 doesn't have a support for SSE 4.x intrinsic functions.