I've been running Windows XP since beta 2, I have a video capture board that is not supported, directly, by XP. (Sigma Designs DV-R)
So at the end of any XP installation, I have two unsupported devices in device manager under sound, video, multimedia. I have to install each driver from the 2000 driver set for the board and I've never had XP 'deactivate' on me. (Incidentally, each interim build I reinstall the XP partition, clean -- so I've been through this process a lot in recent weeks.)
Ultrix, be sure to file your experience as a bug with Microsoft. It's not supposed to work that way and there's still time to fix it.
System Specs:
Gigabyte 7IXE
Athlon K7-600
256MB RAM
Geforce2 GTS 32MB SGRAM
Netgear 310TX
Soundblaster Live!
RealMagic DV-R
Toshiba M1302 DVD-ROM
HP Scanjet 4200C
(Currently running XP build 2505 - RC1; Professional Edition)