- uninstall the game first
- try to clean your registry by using this free Tool
- re-install the game
if it did not work
see if the game is compatible with Windows xp SP2
because it could be windows update KB917422 or similar is doing that !
go to "Control Panel" then
"Add or Remove Programs", and remove update # KB917422."
make sure that you disable windows update, if not you will download the update again and you can not play the game.
and the last solution is to check the game website see if there is any patches or updates