I'm in the same boat as some others here. I'm running PoE on the same system that I built for NWN2, and it still is running Win XP SP3. I understand that I could upgrade to windows 7 or 8, but I am very reluctant to sink $100 or so for a new OS (not to mention time) into this machine when the wife and I are talking about buying a new computer toward the end of this year. I'm aware of the potential security holes, and I usually keep the machine off of the internet. That's why I bought the gog.com version of Pillars.
PoE has been running pretty well for me, except that I am running into the 32-bit transition bug with decent frequency. It usually strikes when loading the Gilded Vale map. I just make sure to quicksave before each transition; thankfully, the game loads pretty quickly, so it's only a minor annoyance. I'm hopeful that the developers can fix that problem with the patch that is supposed to drop this week.
-B