All works on XP, its colectors edition.All you must to do, its disable DXdraw acceleration. If you dont know how, folow my instructions:
START-->RUN-->(type)dxdiag-->when opens a window(DirectX Diagnostics tool), go to DISPLAY-->find DIRECTDRAW ACCELERATION and disable IT.
That's all. you can run the game now.
Note: other games that you keep in your PC will not work whitout DXdraw, so you will need do change this option back if you want to play some modern game.