Arthur's Knights worked in the original service-pack-free XP from 2001-2002, but it's a pain to get working in current versions of XP. You can try disabling visual themes and advanced text services (if you see them on the compatibility tab). Also make sure you don't install the game in C:\Program Files. Install it in your My Documents folder instead -- or at least somewhere other than a location that Microsoft now considers a "protected location."