Well, basically it's about microsoft trying to sell us xp and vendors too lazy to made applications compatible. May be 90% of non critical appz could be made in such way that it runs in win9x. One of the common problems is that vendors use graphical APIs specific to xp like themes support, fast user switching, etc. Another problem is that MS requires support for f.u.switching, themes, and that crap in order to certify your app as winxp compatible. It seems to me that most vendors don't feel confortable with maintaning portions of code specific to 9x and xp.
There is some functionallity that is specific to the nt kernel that 2000/xp uses. Probably you will have the same problem if the app that you wish to use needs nt4. Don't forget that xp is based in the nt kernel and not in the old 9x. For example, it implements ACLs, better memory and proccess management (and protection?), the NTFS filesystem, real support for services, etc.
By the way. What is compuware? Give a link to the product page.
:EDIT: Ohhh
Numega! I really didn't know, looong time since i visited the home page of numega
Why companies do such things? As Borland-Inprise-Again Borland