It says that the Might and Magic 6 pack works with Windows XP.
Does it work immediately or do you have to setup certain things to get it to run???

Most games sold by GoG, with just a few exceptions, work immediately. It is GoG's job to make them work on newer OSs.

They all should work just by using the shortcuts. Some people may benefit from tweaking the provided graphics options though.

If you have a problem just head over to the MM6 forums.

Thanks everyone for your replies!!!!
It's greatly appreciated!!!!
It was really COOL to find the Tyrian 2000 game here!!!!
I really missed playing that and it works GREAT!!!!