AMD has made it a little tougher to unlock the Athlon XP. Unfortunately the pencil trick does not work with the Athlon XP, but it isn't too tough. All you need is nail polish and conductive silver epoxy. Find out more in the Unlocking the Athlon XP article provided by the nice chaps at I am Not a Geek dot com.
"AMD has been much kinder to overclockers in the past then Intel has by not locking their K6 series of CPU's and making it easy to unlock the Athlon. With the Athlon XP they have made it a little more difficult to unlock the XP but it is far from impossible. The Athlon XP like the Athlon is unlocked by connecting L1 one bridges just like on the original Athlon but it can not simply be down with a pencil."