FOR XP USERS:

Games that were not designed to run under Windows XP, but that WERE designed to run under Windows 95 or 98 may POSSIBLY work in Windows XP Compatibility mode. This must be handled on a per-application basis:

Find the executable file for the game. This is the actual EXE that is launched to run the game, not the shortcut. This should be located in the folder in which you installed the game.
Right-click on the EXE and select "Properties" from the pop-up menu.
Click the "Compatibility" tab.
In the top third of the window, you will see a checkbox labeled, "Run this program in compatibility mode for…" Check that box.
This will activate a dropdown list with the following options. Select the Operating System you wish XP to attempt to emulate when running this program:

Windows 95
Windows 98
Windows NT
Windows 2000

Click "OK" to close the window, and then launch the game normally.