[The Fifth Horseman]

This is because Windows 2000 and XP are based on NT architecture, as opposed to DOS architecture.
Altough XP has a sort of built-in DOS emulation, it is hardly ever sufficient to run games.
That's why we use emulators - like DosBox or VdmSound - or build low-tech machines running in DOS (or, DOS/9x combo, which is a little more functional).
There are no two programs that "are the same", and when we're talking about DOS-based games this is especially important. While a few games will run happily in what substitute for DOS enviroment XP provides, most will need more complex emulation, with a select few refusing to operate in emulated enviroment at all (that's why some of us build low-class machines to play games).

The thing is:
New computers = for WinXP & modern games.
Low-tech machines = for DOS + Win98 and classic games.