The game strongly suggests you should switch to Ms-Dos mode or run it in pure DOS.
Oddly enough I've had no problem running this game under Windows 95 and 98, including
full sound and the amazing super-vga mode, so my advice is to try and see if you can
get it to work under Win95/98, it's worth a try. 

Does it work under versions of Windows? I can't tell you this since I don't have access
to anything beyond Win98.