Here is the patch:
http://www.microsoft.com/windowsxp/pro/howtobuy/
Seriously, though. I am concerned that you said you ere able to install DX8 but not run the fish. DX8 should not have even gone through the install process on an NT4.0 machine. If it did you may have a problem, but maybe you should confirm exactly which OS version and service pack you have.