Games Wont Install! Help!

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Hi, this is my first post here.
If someone could help me, or mabey this has happened to them I'd really appriciate it, or if someone has a link on how to solve this.
Okay, I built this computer myself, and everything is fine, drivers are all updated, everything is connected right, and ive got the latest updates for winXP home.
everytime i install a game, if im lucky, i will be able to play it if i click start immedieatly after I install it.. everything runs fine, but then if exit the game i can never get back into it. i dont know really how to explain this, as ive tried researching this but i cant find anything on it anywhere.
After I install the game, if i wait for even like 5 mins before loading it, then it still wont let me play. there are no error messages, it just wont load. it depends on the game.. for instance, for Neverwinter nights the NWN loader appears for a split second, then it disappears and nothign happens. if i ctrl-slt-tab the NWN process is not there. for call of duty, i can get to the menu, but then about 3 seconds into a game when i start it, a message saying CODSP.exe has encountered an illegl opperation or something like that. the only game that hasn't happened are ones that i borrowed from my friends, like GTA vice city, one of my friends copyed his GTA folder onto a disk, then i put that folder on my comp, and it works fine..
sorry for the really long description but i dont know what else to do. :confused: :confused:
thanks if you can help
-nate
 
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