Games made before XP was released are hardly likely to tell you that they will run on XP unless they are re-releases.
Go to Start/programmes/accessories where you will find `Program Compatability Wizard' which helps you to configure and run older programmes on XP.
In my experience, it is a bit hit'n'miss. I have bought a few re-releases that haven't worked, even though they were released after XP. And, I have some oooold games that work fine and some not at all..