What version of Windows are you running? Marine Mania is the first expansion to require Windows XP or Windows Vista. Zoo Tycoon 2, Endangered Species, and African Adventures all only require Microsoft Windows 98 Second Edition, Windows Millennium Edition (Me), Windows 2000, or Windows XP.
However, if you are using the Zookeeper Collection which is the first three expansions, then it also requires XP or Vista.
Also, the requirements for The first three is a 733 ghz processor or higher, while for the Collection and for MM2 it is 1 ghz or more.
If you could tell us what Operating System version you are using, as well as if these were all purchased as separate games, or if you have the Zookeeper's Collection, that'd be great! The more information we have the better we can help you.