Build Engine games like Duke and others won't run with sound or Vesa
graphics with XP because XP doesn't contain DOS, only a DOS emulator which
doesn't work very well. To get sound in Duke, you need a 3rd party solution
such as VDMSound, found here:
http://sourceforge.net/projects/vdmsound
Then you should be able to run Duke with a low-rez 320x200 graphics setting.
Others here suggest multi-booting and running it under Real Mode DOS, with
the files found here:
http://members.ozemail.com.au/~lpcd/downloads.html
which require your hard drive to use FAT32 rather than the NTFS file system,
and your sound card to have DOS drivers, so that's usually not do-able on
new systems. If you kept the FAT32 file system when you upgraded, and have
DOS drivers for your soundcard then multi-booting should work.
If you have converted to NTFS, then you might try DOSBOX, another 3rd party
solution which is found here:
http://dosbox.sourceforge.net/information.php
Good luck and let me know what works for you.