In Windows XP (Windows Vista and 7, too) you get a new and different COM port each time you plug a USB-Serial cable into a new and different USB receptacle on a hub or the computer. Each time you plug the cable into a new USB receptacle, you must go and manually change the port assignment if you want the same device to always appear at the same COM port number.
To change a port number, use Device Manager and expand the Ports (COM & LPT) section (Start → Run → devmgmt.msc):
When you later reconnect the same USB<>Serial adapter, to the same USB port on the PC, it will re-appear again at the Com Port you just assigned it to, i.e. It's a “Sticky” setting. But, if you have a different adapter (even the same make & model) or connect the same one to a different USB port, you'll have to do all this again.
You can play tricks with this, to make one adapter show up always as the same COM port, or different COM ports, when plugged into different USB ports on the PC.
However, note that if you insert a hub between the PC and adapter, it gets very messy very fast, with way too many combinations for sanity.