OK. I finally got Xeon to run..... kind of. Under "Options -> Configure Graphics" I had to select "Use Software Vertex Processing."
The menus were all jacked up looking, but it's a step up from nothing. They had clouds and then the menu selection. Not the Halo ring, but clouds. Then I had the problem of when I tried to play it would crash, but I got it to stop that too. The opening cinematic to the Pillar of Autumn was crazy looking. All that would show up was the lights. Same with the actual gameplay. I have some pics that show the cinematic and the menus, but I don't have a page to post them at.
Maybe it's not working because my PC is shit, I don't know.
Specs:
Sony Vaio
Celeron 1.2GHz
512MB RAM
GF4 128MB DDR MX440 SE