There has already been a post on XP and USB IR ports but I feel it necessary to note that, in my experience, XP and the 8310 do not work with an external (USB) IR. I wasted many hours (and days) getting the phone to connect and then having the connection drop the moment I tried sending data to/from the phone.
When I used a notebook IR I had no problems at all.
I did try to understand why the problem with the USB IR. I even went out and bought various makes of USB IR's and also tried a number of different 8310 software updates - to no avail.
I went with a USB to irDA adapter. I had trouble finding them in stores so I went to eBay to find it. The one I bought is very nice, and very user friendly. To see an example of the type I bought, go to eBay and search for this item number (2083460784), or search for "USB to irDA" to see all models on eBay. My final price was $17.50 plus shipping. Don't pay more than $20 for it, if you don't win your first auction, wait for the next one!
The only thing I don't like about my irDA adapter is that the cable that comes with it is only 12" long. I wish it was a bit longer, but you can buy a longer cable at WalMart for a few bucks.
Hope this helps you, I don't check this message board often, but you can email me at NokiaSDK@WaterLogicSolutions.com if you have any questions.
Note: if you're using XP expect all kinds of problems connecting with IR through an USB adaptor and NO support from Nokia: there seems to be an issue with COM ports and Virtual COM ports. I would recommend using a Serial to Irda adaptor as this might circumvent the COM port issue and the loss in transfer speed (ie by not using USB) is not too relevant given the limitations in transfer speed of the IR connection itself.