I didn't have a gamecube so around the time I decided I wanted to try Sonic CD and Sonic R, I just got an old Sega action pack for the PC for really cheap (unfortunately I lost the CD with Kid Chameleon and Vectorman). Sonic CD had some XP patch floating around the internet that was actually quite difficult to find if I remember correctly.
With Sonic R I had one of the CDs that was missing the music (I figured I wasn't really missing much) but because I had so much trouble starting it I tried to find a patch for that too. I didn't find one, but I did read that you pretty much have to select it over and over until it starts up. It generally does once in twenty-five attempts.