WinXP does not create any echo, however, third-party software coming along
with your audio driver may generate that sound effect. Depending on that
software and depending on the audio hardware, these settings may or may
not be accessed via the Control Panel, eg. "CMI Audio Config" (C-Media)
or "Sound Effect Manager" > Effects/Environment (or similar). Since
this problem has been often reported, such software tends to lose its
settings apparently. As a workaround, change the game's audio settings
from "EAX", "EAX2", "Miles", "Dolby-Surround", "Software Emulation" or
similar to "DirectX primary device", "DirectSound" or "Hardware".