OCD_Monkey: For anyone else trying to get this working on Windows XP just remove IndirectSound from the install directory by deleting all the dsound files.
He's right, but you don't even need to delete the files. While within the game folder, create a new folder and name it Dsound and then add the sound files to it.
Also on a side note, for anyone with game crashes, after the game starts open up task manager and change the Cpu affinity, to 1 single core, this prevents the game from crashing, as the game engine was built to utilize a single core.
No need to change compatibility options either, but do make sure to change the DPI scaling option to Application.