Tomb Raider chronicles is crashing when starting with a "Failed to Set Up Direct X' error message.
I am running a machine using XP 3SP,with a duo core processor and Nvidia 8600 Video Card.

Try the Chronicles patch here:
http://www.tombraiderchronicles.com/tr5/utilities.html

That is not going to work with the GOG version;it requires a Tomb Raider CD to work.
We had the same problem with TR 2 and 3. You think GOG would have checked.