DOS is the disk operating system. Windows can sort of run DOS in a shell, but XP uses a whole other kernel.
You can play alot of DOS games with DosBox, which is an emulator that runs in XP (and possibly Vista, I haven't tried it.) It had some teething problems, but the latest version is great! You may have some trouble configuring your sound device, though. Some games run fine, while others crash until you set up your sound properly, or just do without it completely.
If you Google DosBox, you will find a download site, and a list of tested games! It gives you a compatibility rating, which is awesome... And it does get updated. A few months ago when I went to see if Apache (and older flight sim) would run under it, it said no. I tried it... It didn't work. When I checked after downloading the new release, it said Apache was working. I installed it, and sure enough it worked!
It's a little daunting at first, but just take 10 minutes to read the readme file, and you'll be good to go.
*EDIT* I just checked the list... Full Throttle is 100% working.