You’re probably using version 2.55.014 of the install. It was designed for Windows 95/98 and won’t work on full 32-bit platforms like Windows 2000 or XP.
Get version 2.55.016 from the Intel web site, and it should work.
http://downloadfinder.intel.com/scripts-df/detail_desc.asp?strstate=live&prdmap=prd356&dwnldid=2846&agr=n
(The download button is at the bottom right of the page)