Can’t Run 16-bit Apps

I recently installed Win XP Pro, and now I can’t run any 16-bit setup.exe app. For instance, I need to install JRE_1.2.2_13. I d/l the install package from Sun, but when I go to install it, the computer just pauses for a bit, then nothing. I unzipped the pkg to a folder to try and run setup.exe from there, but had the same result. I have had this problem with other setup apps also. Is there something in XP I need to set to be able to run these? Thanks for your help!