depending on your video card it could be a driver issue.
i recently installed xp pro on my system and new games including backups wouldnt play at first. go here and download this rather large ( 8 meg ) driver called windows2000/xp detonator.
this should solve your problem.
http://www.nvidia.com/view.asp?PAGE=windows2000
also make sure you have the upto date versions of direct x etc....the game disc will normally install the latest anyway or tell you what you have.
cheers.