Here's the solution if you have AVP 1999 or AVP Gold Edition instead of AVP Classic 2000 and you want it to run on newer computers:
You have to download "setup_AVPx.exe" and install it on your AVP directory.
To run the game you have to execute the new "AvPx.exe" instead of "AVP.exe" in your AVP directory.
Tested on Windows 10
That's all, easy.