usually if an old game doesn't work for me on xp i try the windows xp compatibility mode (something which they just introduced in xp, but never in NT). Right click on the shortcut or the exe, select properties, then select compatibility, tick the box that says "run this game in compatibility mode for". Theres now options for windows 95, 98, NT, 2000 and Me. Choode one, if it doesn't work try another, although i can't see the NT one being much in the way of usefullness.
One last thing to note is that sometimes you can't run these games in hardware mode, like for g-police, i can only run this in software mode. Sometimes theres patches to make them work however.