Thanks Gerwin. I can play SF2NA in Windows XP with a merged game. My problem is that there isn't the file option.ini in my folder C:\Documents and Settings\abc\My Documents\ThirdWire\StrikeFighters2 NorthAtlantic (this folder is created by SF2 NA installation, not by me) so that I can't edit the location of mod folder to add your excellent terrain mod.
I have no problem when adding different terrain mods in SF2:V, E. There is always the file option.ini in folder C:\........ ThirdWire\StrikeFighters2 Vietnam and C:\........ ThirdWire\StrikeFighters2 Europe that I can edit the location of my mod folder. But my folder C:\........ ThirdWire\StrikeFighters2 NorthAtlantic now has only Screenshot folder, no option.ini, no other usual folders such as Mission, Objects, Controls, and PilotData. It is very strange.
I will try install SF2 NA again because it may be something go wrong with the 1st installation.