This one is really nasty. Running not only the Winzip file compression but also an AVI-video in the background whilst benchmarking with High End Winstone really pushes the multi-processing abilities of the CPUs to its limit. Here you can see a 16% advantage of Xeon over Pentium II. Xeon shows its superiority if there's really heavy traffic on the buses.
Running Xeon under Windows 95 is almost an insult, the difference is minimal.
Quake 2 also doesn't benefit of course.