Well that's a bit of a pickle. Microsoft is evil. Problem is, it's good from her perspective, which is as an IT worker.
I decided to be nice and google "how to install programs in xandros" for you and this came up. Looks pretty good. It's on the xandrox forums as well so most of your problems with that OS will most likely have solutions that come from here as well.
http://forums.xandros.com/viewtopic.php?t=7472