A couple of tips I saw on Lockergnome for WinXP…
If you liked the old Windows Media Player (WMP6), you can still use it. Type mplayer2 in you run box and an old version of WMP will launch (version 6.4 for me).
Quick and dirty self-extracting install file can be created using IExpress (included with WinXP). Type iexpress in your run box and follow the wizard. CAB files can be created using this app as well.
If you’re into looking at the underlying xml for word files, press Alt + Shift + F11 while in MSWord to open the MS Script Editor. The xml for the current document will be displayed.