Depending on the game, but Limited Users can't write to program files.
1. Install somewhere they have permission to access.
2. Change security on the application directory (games like to write here) to allow limited users write permissions.
Type
Folder permissions
in help to see how.
3. These games are not designed to run with XP else they'd work for limited users. What you need to do is remove the security restrictions for limited users just for that game. The game shouldn't be writing to the program's directory, this has been a rule for a long time but is enforced on NT based systems whereas 9x allows programmers to get away with it, so they did..
What I've mentioned above is the most common security restriction that prevents programs from running. There are others.
