That's because XP/2k use the NTFS file system (well, not always, but by default they do) This filesystem is much more forgiving towards hard resets.
I had one of those "deathstar" hd's and whilst it was in the process of going bad, I just had to run a disk check every so often, and it would recover damaged portions of files and mark sectors as bad. I never lost any data whatsoever, but that hd was BAD.