I am also using Windows XP.
The abline function requires the plot window to be open. If you submit the lines of code setwise, do you see the R Graphics window after executing the plot command?
If so, do other functions work that add to the current plot, e.g.
If you can see the R Graphics window after the plot command and you cannot add additional points as in the example above then it appears that something is closing the R Graphics window before the abline or points functions are executed. At the moment, I cannot think of any reason for this unless you have another plot function which is masking the original.