UnDelphiX for DX7 runs fine on XP.

Concerning DirectX + the latest WIN trouble, if you want to make a serious change then convert to opengl.

For a few days i decided to convert my 2d spriteengine, now most things run fine and everything has taken a great speed up. A long time i thought No - i don't need that 3d stuff for my sprite based games. But switching to opengl for 2d purposes is really easy and worth doing!
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Personally i like DelphiX and it's comfortable usage but dislike the trouble that microsoft provides. XP was a mistake !