use the configuration utility to switch to the software's video/graphics acceleration , not XP's 3D accelarator (there is a radio button, defaulting to 3D acceleration, just switch to the software/CD-rom option). And uncheck the top box (can't remember what it was, maybe the sound option?).Then it should play.
Another trick, don't rely on the autorun from the CD. Actually open the contents of the CD-Rom using explorer, and double-click on the .exe file directly to launch. After that, it should run fine.