XP Compatibility mode - Win 7 using Bootcamp

Have a new MacBook Pro. Loaded Windows 7 Ultimate using Bootcamp and working fine. Need to run older programs so tried to load Microsoft XP Compatibility Mode. Downloaded successfully and loaded. I have no listing under START menu but when trying to reload, it says it is loaded. I uninstalled and reloaded but no luck. Is this a glitch? Can Windows run a virtualization on a Mac? Have searched extensively on the web but no luck. Probably need to completely delete the Windows partition and reload but have not tried that yet.
Thanks for any thoughts!!

Have you actually tried to run any of your XP programs? According to the video I watched about XP compatibility mode, it's seamless.

And MS says - once it's installed you can run the XP programs. No special menu selection that I could see. ??

To run the XP compatibility mode, you have to select the option in the START menu. It is a type of virtualization that executes so that you are effectively running XP after booting into Win 7. I have some business applications that require it and they just won't run on Win 7 without that mode. The issue is that when I downloaded the function from MS, it did not create the option in the START menu so I can't fire it up. Trying to get everything into one laptop but have to get this working. If all else fails, will keep using 2 computers.
Thanks.

XP compatibility mode is in the properties menu. right click the .exe, properties, run in compatability for, then select xp from the drop down.

you dont need to download anything.

Am I missing something?