The last operating system to have a fully functional DOS shell was Win98. Win2000 in any of its various forms has a substantial amount of Windows NT in its coding. Even though it had what looked like a DOS shell, it wouldn't handle the complex coding that games involve. WinXP has broken completely with DOS; there is no DOS shell possible. What it has is a series of compatibility modes to mimic the behaviour of older systems. Sometimes these work, and sometimes they don't. It depends on the program it's trying to run and, I suspect, on the nature of the computer itself. When you stretch the envelope, I wouldn't expect the compatibility modes for WinXP running on an Intel chip to behave exactly the same as WinXP running on, say, an Athlon chip.
