If you are using the Voodoo 3, you need some decent 3Dfx drivers that work under Windows XP. You can find many decent unofficial drivers that are XP-compatible at
http://www.voodoofiles.com/
Other users may be able to recommend some specific sets for you to try. Once you find decent drivers, the Glide64 plugin is definitely your best option.
You do not need to use a wrapper if you are using the Voodoo 3. The error you are getting is to do with the Voodoo card not supporting certain OpenGL extensions required by the wrapper. If you just use Glide64, you won't get these errors.