I didn't realize XP had DEP (Data Execution Prevention), but apparently it was introduced by Microsoft in XP SP2. It helps protect computers from being infected by virus or malware, but since the computer is offline that's not such a problem.
Try the instructions for disabling it for a particular program are described herehttp://www.tech-recipes.com/rx/566/xp-sp2-how-to-turn-off-the-data-execution-prevention-feature-dep/
1. Click Start.
2. Select Control Panel.
3. Select System.
4. Click the Advanced tab.
5. In the Performance region, select Settings.
6. Click the Data Execute tab in the dialog box that opens.
7. Select Turn on DEP for all programs and services except for those I select.
8. Click Add.
9. The open dialog box will open. Browse and select your application.
10. Click Open
11. Click Apply
12. Click Ok
You should also be safe using the
"Turn on DEP for essential Windows programs and services only"
option for Step 7 (which is the default).
The problem with the Windows 7 computer sounds like your video card isn't resizing the game to fit your monitor. This might be a 640x480 resolution game. I know the DVD version had higher resolution (1024x768 I think). Check compatibility options for the game shortcut (right-click, Properties, Compatibility tab) to see if there's a checkbox for running the game in 640x480. Your monitor may also have an option for scaling the screen.