The installation of The Microsoft Visual C++ 2010 Redistributable Package on your Windows XP3 machine is required since your application was made with Visual Studio 2010.
If the Windows XP Machine is at SP2, it will need to be upgraded to SP3 first.
Reference used for this answer: Visual Studio 2010 application on Windows XP
Let's set aside what I just wrote since you mention that the application is running in your Windows XP System but without backgrounds or images. Are these assets suppose to be tangible objects in the programs application directory? If so, scan the whole hard drive to see if these images are somehow installed in a different path.
Another tip, try this first, is to install your .exe on a different Windows 7 or Vista machine. If this different Windows machine also shows the same missing backgrounds and images, it will then be evident that the .exe was not properly created and is using project assests instead of installed application assets on the machine that works.