I found an easier way to get 24 bit colors with integration on here.
1. Run regedit in XP.
2. Navigate to [HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows NT\Terminal Services].
3. Add a DWORD Value named "ColorDepth" w/o parenthesis.
4. Right-click it, modify, then put "4" in the Value data.
5. Restart XP mode.
On another note, if you clicked the link above, you'll notice that he said 32-bit color is possible with XP mode, but you'll have to make extensive changes to the RDP!