Some may consider this part of the evils of Microsoft but anyway here goes:
Windows 3.x, 95, 98, 98SE and ME all are based upon MS-DOS (Microsoft Disk Operating System) and so it is usually easy to play Dos games on them with the exception of ME because it was made poorly and it is more difficult to get to Dos. aka no exit to Dos mode from shutdown
Windows NT (New Technology), Windows 2000, and Windows XP are all based upon this new technology that does not have Dos anywhere. It has a command prompt and may be able to emulate some Dos functions but Dos does not exist.
The two are based upon two separate source codes. In the early days of Microsoft NT was considered a joke and early Microsoft software engineers would call it the Not There code because it was so inferior to Dos. Anyway, Microsoft decided that this was the code they wanted and it would be easier to have one code then two codes and so now they have finally transitioned to one source code by no longer providing any updates to 98, 98SE and ME (effective July 11, 2006) and this will eventually most likely seal the coffin for these operating systems although there is still self help on the Microsoft sites and Microsoft newsgroups for these operating systems.
Remember, KQ4, KQ5 and KQ6 have their roots in Dos because they are before the XP era. Chris Quirke, a MVP of the Microsoft newsgroup laments the fact that XP does not have a true maintenance operating system like 98SE where it had Dos and so this makes it that much harder to fix serious problems such as large malware, virus and spyware attacks. In addition, since XP has so many more services this provides an attacker more opportunities to attack XP.
Anyway, I have gone on far too long and I hope this makes some sense to you. Have a nice day!