World.exe closing immediately after opening...

[Fyrre]

OK, I followed the readme EXACTLY on creating a server, but when I load up world.exe and the other executive files for running a server, they close on me! I'm a Windows XP user, unfortunately, so I'm aware that I'll be having some problems running it. My firewall is disabled and I do not use a router. Please post only helpful suggestions for making this run correctly (that does NOT include telling me to read the readme again since I've done it 5000 times). My last resort, I guess, is to upgrade or downgrade to another OS, but I'd rather use other tactics first before whipping out some cash. Thanks for any help.