It should be that XP gives superior games performance accross the board, particularly with nVidia's latest XP drivers which are designed to fully take advantage of memory bandwidth etc of GeForce cards.
I myself get better performance under WindowsXP @ 1600x1200 than under the same settings at 1280x1024 in Windows98!
Make sure that you have the latest VIA 4-1 drivers installed (if your mobo is a VIA chipset, that you're using the latest detonator drivers, that your computer specs are atleast double thos stated by Microsoft as minimum, that your mobo BIOS is set to the correct options such as highest AGP setting etc and that your graphics card is set up properly under display option with anti-aliasing etc disabled)
For reference, my system specs are:
AMD Tbird 1GHz
448MB SDRAM
ASUS A7V motherboard (KT133)
Galaxy GeForce4 Ti4200 64MB - TV DVI
(gives around 85% performance of the Ti4600!)
WindowsXP Home + Windows98 dual-boot