I've had XP Pro on my MBP since April- love HL2.
Had problems with the XP install, turns out it was a disk problem. Once I got a good install disk, all went smoothly. I've had HL2 seize up and exit 3 or four times, fairly random. At least it looks random. Don't recall having been BSODd at all, in XP that is, OS X is another matter.
During the boot process, be patient, I've seen it take anywhere from "seconds" to "minutes" to get to the "welcome" screen. Remember, Windows rides the short bus, be kind to it.
Z