I feel I have to pitch in my .02 here. And please, I don't mean this as a criticism.
I can't see how a crash under xp could corrupt the system so completely. I mean, by default it should be setting system restore points. In a worse case you just roll back to a restore point prior to installing swg (or xunleashed for that matter).
But that aside, I've noticed odd behaviors when I've crashed SWG, and I usually assume it's sloppy coding in my script...but what I have to do to clear it is hit ctl-alt-delete and kill the processes that don't end with swg and xunleashed.
I know this is stating the obvious but you totally cold boot between attempts to load the program after it crashes before resorting to formatting and reinstalling...right?
And just for yuks if you don't have an av scanner trend micro has a pretty cool online active x scanner you can use for free at:
http://housecall.antivirus.com