Do you have D2? D2X-XL doesn't include the actual game data.
Maybe you installed it as admin and try to play it as regular user?
Check this line on your D2X.INI:'-nomovies [x number]' (without quotes, where x number is a number from 0 to 2)If it says '-nomovies 1' or '-nomovies 2', change the 1/2 to 0.