error trying to run DOS program

Hi all,

I am trying to get a DOS program to run on an XP professional machine. When I double click the program the console quickly pops up than disappears and I get an error stating: The NTVDM CPU has encountered an illegal instruction.
CS: 04c3 IP:3937 OP:c71c 9d 37 00

this part "CS: 04c3 IP:3937 OP:c71c 9d 37 00" isn't exactly correct because I'm not around the machine right now but it is very similar.

Anyone ever get this error and fixed it, or know of a way to get DOS programs to run in XP without emulation?