I decided to do it all straight away. I am afraid I get exactly the same result as before: Pharaoh runs just fine, but Cleopatra gives the message, 'unable to load FT_THUNK (Kernel32.dll)'. Why should Paraoh run, but not Cleopatra? Incidentally, I have also installed Zeus, and that won't run, either. I must have installed getting on for a hundred games of various vintages on this machine and those are the only two that won't run. There is at least one other post on the Internet from someone who can't get Pharaoh or Zeus to run under XP - with exactly the same error message as I'm getting - and a couple quoting other games.
There is a fair amount of technical stuff about FT_THUNK on the Internet, which is a bit beyond me, I am afraid. I gather it is a native NT dll that has something to do with the conversion from 16- to 32-bit. I also gather that other software installed on your computer can screw up NT dlls. Whether this has any relevance, I haven't the faintest idea.
Thanks for taking an interest, and any further suggestions would be much appreciated. I am not that bothered about most of my games, but Cleo I do care about.
John