I don't know what problem(s) you've read about, so I may be talking about something else.
One potential problem I've read is Athlon64's NX (NoExecute) function, which prevents buffer overrun through hardware, the CPU itself.
I think Windows supports it for the 1st time in SP2, which is called DEP (Data Execution Prevention).
Sometimes XP SP2 may misinterpret what's going on and stop a legitimate program from running properly. As far as I remember from what I read, SP2's default settings do not allow you to exclude DEP in relation to a particular program.
If that happens, check whether the particular program has an update which resolves the bug.
If not, and you can't do without the program, you can either turn off the NX function in BIOS (if the option is available). If the option is not available, then you can edit the C:\boot.ini file, and change the boot option/parameter from:
It seems that the optout option allows you to create a list of processes to be excluded from DEP, but I'm not clear about this at all.
Have a read click here
But ultimately I don't think it's a real problem.