There seems no way to run this marvelous game under windows XP...
I tried everything except VMWARE (but that's cheating!).

I also saw a version in a shop for only 20 Euro. I don't know if this version supports windows or is just the normal version.

Any hints ?

This, IIRC, is one of the more difficult titles to get working (if in fact, it can be made to work). Anyone recall the (rather frustrating) message thread from the old board?
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FWIW, I know you can emulate the Amiga-CD32 version (32-color) using WinUAE on a PC. The drop in colors is noticeable, but not catastrophic. More of an issue is the audio sample quality. Not sure if it's due to emulation or not. However, it _does_ work.

If you're already using WinUAE, it's no big deal to set up an install of B.A.S.S. If not, you may want to consider the effort needed.

The 32-Color Amiga-CD32 version is freely available (with permission) at:
http://www.back2roots.org
(Word of warning: It's a 64Meg download)

Also, there was (supposedly) an AGA Amiga-CD32 version which had the full 256-color palette. That, however, is not freely available and apparently almost impossible to find.

Just to give you an idea, here the emulation running in a window.

This one kind of shows the effect of dropping to 32 colors.

I've got BaSS to run in Windows 2000 SP3 but with a few problems:

1. The audio interrupts are wrong, so the speech and sound effects cut off mid-play.
2. The introduction video doesn't play. (Whether this is just an unsupported VESA mode or something I don't know, but the Virgin logo just sits there and burns into my monitor. I distinctly remember having the intro playing with incorrect sample speed and lots of grinding noise with 2.0.4 vanilla (no update 1), though, so I don't know what the hell's happening. It's obviously not a problem with fetching data off the CD, since all the game installs is a batch file and a config file.)

I'm going to output wave to disk so that you can hear exactly what I'm talking about.