A3D doesn't really work with Windows XP. You might get some games to work, but it will probably be glitchy as hell.
Aureal (the company behind the Vortex cards) folded shortly before Windows XP came out and they never made any drivers for it. Instead, Microsoft created their own drivers for the cards, which is probably what you're referring to as being included on the CD. These drivers are very basic and they do not include any A3D capability. And they also have their own issues, for example a lot of games will produce sound glitches, even without any 3D sound features enabled.
This is why Vortex cards are only really recommended for Win9X systems.
SoundBlaster Live! and Audigy cards can apparently do A3D 1.0, but as far as I know these are also very glitchy and not representative of how the Vortex cards actually sound.