To tell you the truth I haven't tried it yet... Found the site quite some time ago and it's been on my massive "To Do" list ever since
Here's a quote from the wepage:
For Windows 2000/XP users:
Windows 2000 and XP have trouble running DOS executables. Especially the sound will be awful (or absent) under these operating systems. The best solution is to get the latest openBOR SDL release, which runs under Windows.
- System requirements (DOS version): Pentium processor (90 MHz), 24MB RAM.
- If your joypad doesn't work in a Windows DOS box, try JoyToKey.