you could check in control panel/system/hardware/device manager to make sure your "sound devices" appear to be funtioning properly, the audio drivers installed properly. if they aren't look in dell support/solutions/reinstall guide for instructions for your particular model dell computer. you could try running the program in "compatibility mode" by rightclicking on the program's primary .exe file (in the program's folder) and then enabling compatibility mode... sometimes, that doesn't help, from what i have heard...

Many older games (and other programs) will not run or run correctly on Windows XP.  Windows XP is not DOS based and handles memory and resources much differently.  From the description of your problem I would say that program is in the "not compatible" category.  Some programs will have problems with the audio (and midi), some will have video problems, some cannot cope with the way Windows XP assigns memory, etc.

There is the "compatiblity mode" option, but I've never had the compatibility mode work for me, if it won't work in the native XP mode it won't work in the compatibility mode - especially games.

Thanks for your suggestions. I have checked all my sound drivers and they all seem to be working. I have tried the compatibility mode and that didn't make any difference, so I guess it's just one of those things that doesn't work. Thanks again.