Problem with auctex win32 distrib

Hello,

I have some troubles with auctex installation. I used to have it working
properly before I decided to upgrade my xemacs version ;-(.
The xemacs version I am running now is : 21.4.13  (april 2001) under win32
(windows 2000 and XP) the auctex version is the one comming with the
i-586-pc-win32 distrib (auctex-1.35-pkg.tar.gz seems to be version 11).

I unzipped the pkg which now appears in C:\Program
Files\XEmacs-21.4.13\lisp\auctex
In my init.el file I put the following :
(require 'tex-site)
(setq TeX-auto-save t)
(setq TeX-parse-self t)
(setq-default TeX-master nil)

Problem 1
when I run xemacs I get: Error in init file: Cannot load file: tex-site

So I added (setq load-path (cons (expand-file-name "C:\Program
Files\XEmacs-21.4.13\lisp\auctex") load-path))

I do not understand why I need to do that !

Problem 2
when I run xemacs again I get no error message. Then I open a tex file
(paper.tex). Auctex is not loaded and xemacs stays in Fundamental mode. Why
?

When I type M-x latex-mode I get a new error message
Symbol's function definitiondefinition is void : ad-add-advice 
the only file containing this string is tex.elc.

Any clue ?

Thanks

Dominique