There is a program compatability wizard in XP which lets you install older programs which run under earlier versions of WIndows only. It is available under the accessories section in the start menu.
As a side issue, I have gone back to using Windows ME as I found XP to be possibly the worst operating system I have ever used. You may also consider upgrading your CAD package as I think AutoCAD r14 is no longer supported by Autodesk. The problem with AutoCAD is that it is still essentially a DOS program with a windows interface rather than a pure windows based program. I know that later versions 2000i etc are compatible with XP.