Adopt XP one practice at a time, always addressing the most pressing problem for your team. Once that's no longer your most pressing problem, go on to the next problem.
Thanks to Don Wells for the simple, obviously correct answer to the question of how to adopt XP.
Pick your worst problem.
Solve it the XP way.
When it's no longer your worst problem, repeat.
The two obvious places to start are testing and the Planning Game. Many projects are plagued with quality problems, or with an imbalance of power between business and development. The second XP book, Extreme Programming Applied: Playing to Win (projected publication in winter 2000), will address these two topics because they are such common places to start.
There are many ...