Gehrman: Thanks from replies!
In last cls-lolz_x86.exe file natively works and running from Windows XP. (To my knowledge, this original EXE CRC: 97A4C611) Older v21a5/6/7 versions required from exe patching. (And OGGRE and DLZ.) In better ways posted from external site use "MakeLX and MakeXP" mini tools, using patched exe from XP system, without using external dll's. See test it.... and attached.
MakeXP-x86.exe -> XP compatibility patcher.
MakeLAA-x86.exe -> Add large-address-aware functions. (Or just use 4GB memory patcher tools from available via net.)
Usage from via cmd: MakeXP/LAA-x86.exe anyfile.exe or drop any exe/dll file to EXE file icon.
Installed 64bit Win XP not available in my own circle of acquaintance. Not have available any x64 XP install disk and hardware from testing purpose.
UPD: Comparing the MakeLX and WinPP exe patching. No size difference from two patched executables. WinPP patched to OS and Subsystem version to 4.0 its original higher than 6.0 or any values. MakeLX patched to OS/Subsystems version to 5.0... No se any differences. (Except patcher exe size. 520kB vs. 2kB

)
UPD2: Quickly compare MakeLX and 4GB patch EXE tools differences... MakeLX not change 3bytes in exe file, located in hexa: 00120 lines. Hexa values: "00 00 00 00 03 00 00 81" 4GB pated version hex: "AF 23 03 00 03 00 00 81" OS/Subsystem line located in: 00108 and 00110 and first hexa byte changed 06 to 05 or 04 values.