Trying to start EE in compatibility mode is triggering Data Execution Prevention (a windows feature I've never seen before) which is killing Windows Explorer every time I try and start the game. (Which tends to cause Firefox to crash as well). The first two times it happened, it also did the same thing for "run dll as app"

Why are you running it in Compatibility mode?

I'm guessing you've also installed it into Program Files (or Program Files x86 if you are on a 64-bit Windows). Being as these folders are protected by Vista and Win7 by default, DEP takes effect to ensure that the contents of the installation folder are not changed after installation is completed.

For games I always install outside of Program Files, such as C:\Games\.... as this is my own folder and so not protected by DEP or UAC. You could try this to see if it resolves your issue.

Because if I don't, then it sets to a refresh rate that my screen can't display so I can't run it to change it to something I can see. Running XP.

I see... Well *thinks* could you not try to force the refresh rate for that application?

Also do you have the latest drivers and stuff for your graphic card?

In that case, you can try adding in an exclusion for the game executable. See this Microsoft Support page:

http://support.microsoft.com/kb/875351

About half-way down the page:

You can also add an exception for the program by using System Properties in Control Panel. To do this, follow these steps:

1.Click Start, click Run, type sysdm.cpl, and then click OK.
2.Click the Advanced tab, click Performance, and then click Settings.
3.In Performance Options, click the Data Execution Prevention tab, and then click Add.
4.In the Open dialog box, locate and then click the program.
5.Click Open, click Apply, and then click OK. When you are prompted to restart your computer, click OK.