Using an OR in an IF statement WinXP Batch Script

No.

if "%var%"=="one" goto foo
if "%var%"=="two" goto foo
if "%var%"=="three" goto foo
goto afterfoo
:foo
echo The number is between one and three (technically incorrect, since it includes the end points and thus is not between).
:afterfoo

If you need a more structured approach:

if "%var%"=="one" set OneToThree=1
if "%var%"=="two" set OneToThree=1
if "%var%"=="three" set OneToThree=1
if defined OneToThree (
    echo Foo
) else (
    rem something
)

See duplicate question IF... OR IF... in a windows batch file where following solution proposed by @Apostolos

FOR %%a in (item1 item2 ...) DO IF {condition_involving_%%a} {execute_command}  

e.g.

FOR %%a in (1 2) DO IF %var%==%%a ECHO TRUE

I found to be the most straight forward and simple to use case in my batch scripts.