Jade Empire should work on Win XP since it was released in 2005; prior to the release of Vista.
Jade Empire was originally released for the Xbox. The Windows XP version is called Jade Empire: Special Edition. I will assume that the Jade Empire version you downloaded from D2D is the Windows XP version since there should not be any Xbox games you can download on to your computer; at least legally.
Call D2D's support; perhaps they can help you out.
or maybe its the site i kind of did my research on d2d and steam and i hear nothing but bad from previous people who bought games on d2d.majority say steam is better