Welcome to the forum.
AFGNCAAP is right, don't bother with the GK2 patch on that page unless you want to do away with disk swapping. It doesn't do anything for XP compatibility.
I've been able to run both the DOS and Windows versions of GK2 on XP with minimal trouble. For the DOS version I used VDMSound for the music to play properly, and for the Windows version I had to
do this to work around an installation glitch (but not everyone has this problem).
If you have any specific problems, post here and someone will help you get through them.