Windows Vista Games (possibly) require DirectX 10 to run. The latest version of DirectX supported on Widows XP is 9.0c. That is, DirectX 10 is exclusive to Windows Vista. Windows Vista Games may also (possibly?) require Vista APIs.
Now... where can we find a version of XP with DirectX 10? A hacked version of Windows XP called "XP Black Edition (DVD)". Windows XP Black Edition is (to quote here):
XP on a DVD with plenty of other pirated software included… Software that covers every aspect of day to day computing and even some outside of it…That claim is supported here. I have not personally verified this claim.