This depends on your system specifications; if it doesn't meet the requirements, then no. If it meets the requirements or exceeds them, then it should.
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Almost all games being released still support Windows XP.
Last Chaos requires the Windows Vista or XP operating systems to run. It will not work with Mac OS X. If you have a modern Mac with an Intel processor you can install Windows on the Mac and then play Last Chaos.
Yes.
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Luna Online is currently only for Windows XP/Vista. However, you can play Luna Online on a Mac by using Boot Camp.