Oh yes. I think that does happen with older versions of RPG Maker. Fortunately, their website allows anyone to download the RTP/run-time package for free. Go here, scroll down to the Download button and choose XP. (VX Ace is selected by default, so make sure to change it to XP.) Follow the install directions and the game should work -- I've had to do this for myself for other versions and it's worked for me.