The reason why the controls don't work on Dos versions is because the game has to be installed, otherwise when you type jim.exe and the title screen comes up no keys will work apart from the esc key.
Type install c:, game will install to jimpower directory, then it will work. You can then move and rename this directory and it will still work. Don't know why this is. Also pressing escape key during gameplay will alow you to change other options (parallal scrolling layers etc).