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try this...
I upgraded to XP this "offseason" and didn't have any problems.  I did have to install the game again though because I wiped my computer clean and didn't have the game.
1) Try reinstalling the game.
2) We might have different security settings than I do.  If you go to start-control pannel-network and internet connections-setup or change your connection-Security tab-custom level-then there is a drop down box where you can pick low/med/high.  I'm on Medium, maybe you're on High.....???????
Hope it helps.