Hello, I know this reply is late, but I think I know what your problem might be. I too had tried running compatibility mode and it did not work. Elsewhere, I finally found some old posts mentioning a patch that fixed the Windows XP problem. The patch at the link they had been giving out is no longer available. I finally found a link to the patch, though! This should fix your problem:
http://www.fileplanet.com/36159/download/Nocturne-Patch-2-%28Build-1.00.52%29