Had trouble also
Found this on another website, helped me:
Compatibility Fix for Windows XP SP2 and certain 256 MB video cards
Microsoft has identified a potential incompatibility between Halo for PC and Windows XP SP2, on certain high-end video cards, which causes Halo to exit silently to the desktop immedately after launching the program, before the logo movies play. Systems which can get beyond that point are unaffected by this problem, and will not benefit from this fix.
Note: You must patch Halo to the latest version (1.04) before applying this fix. Please download Halo 1.04 from:
http://download.microsoft.com/download/4/1...tch1.0-1.04.exe (
http://download.microsoft.com/download/4/1/6/416cd169-d8c4-42a1-8a31-7d1e2d34e13a/patch1.0-1.04.exe)
Microsoft has only seen this problem on computers with an nVidia GeForce 5900, 5950, or ATI X800 video card, and only on certain driver versions, including the nVidia drivers included by default in new installations of Windows XP SP2.
Solution: Microsoft is providing an updated version of a file for Halo which may be installed to fix this problem. Gameplay is otherwise unaffected by this change.
1. It is recommended that you only continue to install this fix if you experience the specific problem noted above.
2. Ensure you have the latest version of Halo (1.04) by running the latest update, (which can be downloaded from:
http://download.microsoft.com/download/4/1...ch1.0-1.04.exe) (
http://download.microsoft.com/download/4/1/6/416cd169-d8c4-42a1-8a31-7d1e2d34e13a/patch1.0-1.04.exe), or by checking the version number of the file halo.exe, typically located in C:\Program Files\Microsoft Games\Halo. The correct version number is 1.0.4.607.
3. After verifying that you have the correct version, download the new Strings.dll from:
http://download.microsoft.com/download/d/7...554/Strings.dll (
http://download.microsoft.com/download/d/7/d/d7d479ae-4aed-4e6c-9565-0c97bfda7554/Strings.dll) and save it to the location where Halo was installed, typically C:\Program Files\Microsoft Games\Halo. When prompted to overwrite the existing file, choose Yes.
4. Launch Halo to verify that it functions as intended. Note that if you see the message "Corrupted Halo.exe", then Halo was not patched to the correct version before applying this update - See step 2 above.
5. Add the following file to the Halo directory to insure a complete patch and fix for this issue. binkw32.dll (
http://www.bungie.net/games/halopc/binkw32.dll) Thanks Spartanassassin.
Halo PC fix link:
http://download.microsoft.com/download/d/7...554/Strings.dll (
http://download.microsoft.com/download/d/7/d/d7d479ae-4aed-4e6c-9565-0c97bfda7554/Strings.dll)
Halo CE fix link:
http://gbxforums.gearboxsoftware.com/downl...ings-haloce.zip (
http://gbxforums.gearboxsoftware.com/downloads/Strings-haloce.zip) (<- will be moved/deleted soon so grab it now)