I stumbled upon the NSE (nmap scripting engine), it's a pretty new nmap module/feature and still beta (but very complete already)....I heard it'll be stable in nmap 4.5.
what you can do with it? well, you can create custom scans with it with features like WHOIS lookup, netbios stuff and much more...even the old features (like -A for OS&services versions) are enhanced.
I played a little with it on my Linux box, take a look into /usr/share/nmap/nselib for the default scripts, it's very interesting!
nmap never worked for me on XP, so I haven't tried there...the paths will be different there of course. make sure to get the newest 4.23RC3 development release and NOT the last stable 4.20 one.
here's the link to the NSE docs: http://insecure.org/nmap/nse/