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You tell me -- what did the installer do when it failed? Did it give an error message or just disappear? 9.2.0 is supported on Windows XP Pro, so I know it works for someone (and Oracle). If the DBCA gives problems consistently, I sometimes use it to generate the database creation scripts and then run them manually to determine the error. Maybe that will help you if the problem occurs during the actual database creation.
Dig Deeper on Oracle database installation, upgrades and patches
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