I just set up a win xp virtual box (remember to enable 3D acceleration) and to test out globe on windows. here what I did:
Get OSGeo4W installer and run it
Choose advanced install
Select qgis-dev, osgearth-bin, osg-bin from the desktop packages
Select osgeart-dev, osg-dev from libs
Run
Open Qgis, activate the globe plugin in plugin manager, click on the globe button and post here your success stories 😉