Right so I just bought an ultra cheap steam copy of Deus Ex, and initally couldn't get it working due to a stupid speed problem (main menu was super laggy and seized up). Luckily some nice guy provided a fix. See link below.
Now that you have Dues Ex working you might want to play some mods. All you have to do to get mods working is replace your mod exe in [in your deus ex/system folder] (e.g. HDTP.exe) with a copy of the CustomDeusEx.exe [which you'v just installed] renamed to the name of your mod exe. See example.
Example [using HDTP]:
0)Install HDTP mod (duh lol).
2)Make a copy of "CustomDeusEx.exe" and rename it to HDTP.exe.
Please Note the shortcut provided with the mod will NOT work. Consequently you will have to create a new one (shortcut of your new HDTP.exe). I think everyone reading this will know how to do that so no worries. :)
For a bonus I'd like to suggest a mod: DeusEx Ultra High Quality mod. This is simply a compination of HDTP (a texture pack) and the enb series for deus ex (preconfigured).