I had an infuriating problem with Rayman 2 on WinXP. When I installed, it'd run perfectly. Quit out and restart, though, and it would never launch again. I coud uninstall/reinstall and reproduce the same scenario every time. I never got any specific error message, though. Just the garden Windows variety "you're screwed, Buckwheat."
My solution was buying it for Dreamcast.