Go to http://www.rockstargames.com/classics/ enter the details they ask for at the bottom of the page (it's quite a bit but nothing too intrusive) and you can dload GTA2 for free (its a 300 odd mb dload tho and its quite difficult to connect to their server
I downloaded GTA2 ages ago when Freeloader.com was actually free... still, it'll be something to add to the retro collection. I'll have to remember that when I get back to University, as downloading it over this connection would take well in to the New Year.
I have problems running GTA1 in Win XP as well - it's too fast to be playable with the frame rate limiter off, and with it on it jerks along horrifically.
GTA 2 is under-rated, it was great to play, non-linear and was the only gta game to offically have multiplayer (which is great fun across a home LAN). If you haven't played it before then I would deffinately recommend it