If your laptop has integrated Intel HD graphics, then Fallout 3 will crash as soon as you attempt to start a new game. You need a download a modified "d3d9.dll" file and place it into your Fallout 3 directory. It was originally made for Oblivion. You can download it from the following link:
http://www.nexusmods.com/fallout3/mods/20371/?
Since your laptop is running Windows XP I am going to assume your laptop is pretty old because Windows Vista came out in 2007 and Windows 7 was released in 2009. Do not expect good performance assuming the old Intel GMA series is even powerful enough to play the game on the lowest settings.