It is fully possible to play Commandos BEL on XP.
But to do so, you need Windows XP Pro.

I have tried this myself, both on XP Home Edition and on XP Pro and it worked only on the 2nd.

There are eventually some features you must be aware of:

• In making a profile, Windows XP does not remember it, so you have to retype
  your profile everytime you play the game (BEL). This is needed to access your savegames.
• Same with other preferences in BEL on XP Pro. You have to reset them
  everytime you play the game. e.g. screen ratio.
• Except of this, there should be no problem playing Commandos (BEL) on XP Pro Editon.
  

You can find the patches needed to install Commandos BEL an BTCOD on Windows 2000/XP on our site http://www.commandoshq.co.nr in the downloads section.

It worked on my XP home edition but it was probably because my version was Russian