It should work just fine, try this right click the setup.exeon the CD and choose the compatibility tab and select Windows 95. This should get the game to install. Do this for both Hexen 2 and the Mission Pack. If it still refuses to work, simply copy the directory "Hexen2" inside the "Install" folder and just run if from the hard disk, this won't work for Portals of Praevus for the expansion copy the FILES and "portals" directory in the "Data" folder inside the "Install" folder and dump it into the Hexen2 directory. If you are running OpenGL delete the glide dll file.
 
 

Hi again,
 
I have tried to do as you said, but the game still says: "out of range".

Do you mean your monitor? Where do you see this "out of range"? Sounds to me like a refresh rate problem.

If this happen to monitor: try selecting "640x480" from the game shortcut's compatibility tab. If that does not fix it, then, as dosfreak said, it is refresh rate problem. Try dropping your rate. Like from 85 hz to 60 hz.

How do I drop my refresh rate?

Right-click the desktop, and then click Properties.
Click the Settings tab, and then click Advanced.
Click the Monitor tab, and then click the screen refresh rate that you want to use.
 

Yes, It works no problem. (I don't have expansion though)
I use winxp sp2 all latest patches.
Just install.
Apply patch (i used version 1.11; took a while to locate)
Rename opengl32.dll, if u don't have a 3dfx card.
Add -width 1024 to the gl shortcut else it runs in 320x240
Click the gl shortcut you altered.
Nothing else needed.