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I wouldn't think any of the games the OP is having problems with would require XP compatibility mode. Aside from Medieval, the oldest is from 2006 or so.

As a number of others have said, without knowing your PC's specs, what version of drivers you're using and whether you're using the latest patches, it's pretty much impossible to say what's going on, aside from the vast majority don't seem to have had the same problems with the games you mention.