UPDATE!!! : Settings for how to use IC-Prog with Windows XP. Thanks to [Murph] for the explanation:
Open a browser and select the file ic-prog.exe
Press right button on your mouse
Go to Propertties
Go to Compatibility menu
Make sure it is disabled (so no compatibility)
Press Apply icon
Press Accept icon
You need to copy icprog.sys into the SAME directory as icprog.exe. Then you can enter in the ic-prog software, go to Settings, Options and choose the Misc. page. There you can enable the "NT/2000 Driver" it will then be installed.