OpenGL 1.4 and 2.0 should be supported on US15W on Windows XP. Contact your field rep for access to the EMGD Technical Product Spec (TPS) available through CDI/IBL (if you have access). You have checked the Spec Update (Errata) for known IEGD issues?
You should be aware that we implement the OpenGL capability differently on Windows so the sample code you have may not work without recompiling to our libraries.
We generally do not provide sample code but if you have an Intel Premier Support account, you could open an issue and provide any sample code you think should work.
Hope this helps.