I've got the same problem with Fallout 1 and XP! After I copy the files from the cd (=>walkthrough), I see the splash screen... :(
And after a few seconds I return to the desktop...I also set the compatible mode to win95 and also tried the other modes...but it don't work... :((
Hmm...i've got the same problem, but i already read the walkthrough for installing Fallout 1 under XP...I followed the instruction but when I start Fallout, I saw the loading-picture and after a few seconds I return to XP....
Please help me!