hi,
My personal experience of XP is that it works fine and dandy with everything except games. Any game I use with XP seems to crash after about 5 minutes, but those same games work fine on Millenium on my system. XP is fully updated etc so I have no clue why it does it, even happens from a clean install.
The best advice I can give is to try GP4 with XP and if it works, BRILLIANT! if it doesnt then use it with 98. There doesn't seem to be any "magic" patches unfortunately, it seems to either like games or it doesn't.
Sorry I am not much help, just thought I would add my thoughts and let u know it isn't just u that has probs with XP and games.