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According to the publisher's web site, this game does not run on XP at all. When you install it, you get the following error "Sorry unable to initialize CD player, make sure no other programs are accessing the CD Player". HOWEVER, with a little work you can get the game to work just fine. All you need is a no-cd patch for the game. After that, the game works OK.

Error of no cd (but I have CD in my drive!!!)

Sold out have released a patch to run gangsters on XP. I've had no problems with this so far. http://www.sold-out.co.uk/soldout/support/gangsters.html