Rui CarmoData Execution Prevention is one of the new features in Windows XP Service Pack 2 that is likely to cause problems, since SP2 systems now use hardware features in modern Intel Itanim and AMD Opteron processors to tag memory data regions as "non-executable", throwing a trap when the instruction pointer reaches them (i.e., the typical case of a buffer overflow attack, virus, plain old bug, you name it).
In other CPUs, it is implemented in software (i.e., using the ancient Ring 0 mechanisms of the Intel CPU family), which can be a major drag in performance for older systems.
Of course, mad dash optimizations crash and burn with it too, which is the really bad bit.