Getting Dungeon Keeper 2 to work with Windows XP can be a hassle, because it uses Safedisc protection, and Windows XP does not agree with Safedisc.
Various websites recommend installing the Windows XP Safedisc patch, or installing the game as an administrator. However, I found that most of these don't work, and the best bet is to use Daemon Tools to provide Safedisc Emulation, and thus allow you to play the game.
However, even after following this procedure, a friend of mine was unable to get Windows XP and Dungeon Keeper 2 to play nicely, so beware of paying full price for the game, and do what I did, buy getting a cheap bargin copy, without a full retail box or instruction manual. This isn't really much of a loss, as most game publishers are too tightarse to provide these in full priced games anyway.