You have onboard sound. Have you turned off hardware accelaration for audio. You will still get good quality sound so either turn that down or get a sound card.

I can play RTW on my comp with no lag. I also played MTW on this comp and considering the specs are less for MTW, I will get lag in MTW if I don't turn hardwareacceleration down.

For windows XP
control panel
sounds speeches and audio devices
Sounds and audio devices
Advanced under the speaker settings
performance
Once there turn hardware acceleration down and sample rate conversion.