XP was broke anyway because %APPDATA% is "Documents space and SPACE Settings"
But uhm, XP should be fixed now so long as you run with administrative privileges.
Edit: What I mean is it should automatically create the folder, I'm sure other software using ProgramData work fine that way on XP.
Edit 2: I made a second commit here as well that uses the environment variable instead, fixing the D:/ and other drives issue.
https://github.com/enigma-dev/enigma-dev/pull/591This issue should be resolved for quite some time now.