the poster hasn't even said what they mean by "don't work"
could just be the XP machine has far worse hardware that isn't fully compatible with MAME, or buggy drivers... there were a LOT of problems on XP with buggy Nvidia drivers causing MAME to blue-screen and restart the PC for example, likewise a lot of Intel chipset drivers are buggy to the point of making MAME unusable (which is one reason more modern versions of MAME just drop support for such hardware completely)
this is the kind of situation where really, unless better info is supplied everybody is wasting their time trying to give support, there's nowhere to start.