WMC can join a domain during setup but not after the software has been
installed.
http://www.microsoft.com/windowsxp/mediacenter/evaluation/faq.mspx
"While you can access network resources on a work network or a domain, you
cannot join a Windows XP Media Center Edition 2005 PC to the domain. PCs
running Windows XP Media Center Edition 2005 are designed specifically for
home use. Windows XP Professional features, specifically Domain Join and
Cached Credentials (Credentials Manager for logons) are not included. As a
result, you will be prompted for your logon user name and password to access
network resources after you reboot or log back on to the PC. In addition,
file shares or network resources that are set to require a domain-joined PC
for access will not be available. Remote Desktop and Encrypting File System
support are still included."