I've never heard of this issue before. The only thing I'm thinking is that the game might be having trouble creating a genetic file: When you inject an egg via the Hatchery, in the background a new genome is created that houses all of the genes for the Norn within. This usually takes a fraction of a second, though. Where did you install your game? Note that the GOG.com version, by default, splits up the installation of the files between My Documents and the C drive. Normally new players are encouraged to do a custom install and ensure that all files go into My Documents.
That might not be the issue at all, though. I've actually never seen anyone use the GOG.com version of Creatures on a Windows XP system, so maybe there are compatibility issues? Then again, the gamecard does say that it will work on Windows XP or Windows Vista.
Another thought: Are you running the game as an administrator?
If you don't find an answer soon, I highly recommend checking out
Creatures Caves, as it's the hub of activity for the community. It's very active, and there might be someone there who has some more suggestions. Best of luck!