This is usually caused by improper version checking in the setup program
concerned, in which case setting the compatibility options in the setup icon
properties as suggested by CJ should work, but this is not always the case.
Some versions of programs will NOT work correctly under XP, especially older
CD recording programs or DVD players.
To be sure, you should visit the website for the program in question and
check if a newer version is required to run under XP. If so, sometimes
these are offered free of charge but not always...
Lorne