I have been trying to play Morrowind but when I hit play the bethesda screen come up and then it crashes. I have Microsoft Windows XP. I would appreciate and help I can get please.

It just crashes to desktop with no messages? Try nightmare's http://nightmare2013.brashendeavors.net/. Make sure you read and follow the included readme file. To others that may look at this topic, the utility only works with Windows XP.

this might work
http://etherealsoftware.com.au/patch/