Frequently Asked Questions Thread - DOS gamers

Before asking, you should also try running it in DOSBox first, since today's modern OSes do not have a native stable implementation of DOS.

Q: I get "This program must be run under Microsoft Windows." or "This program must be run under Win32". What is going on?? HELP!!!
A: You're trying to run a Windows game in DOS. DOS is not Windows. Windows is not DOS.
Solution: Run it in Windows.