I take no credit for this. But thought it was so helpful I would post it here. It worked for me with Lemmings 1 & 2. Gonna try Alone in the dark 2 see how it goes.
EDIT Well it well installed off the cdrom fine and runs good. But I have to say controls for it aren't very good. Glad it was only $5.
1st you will need
DOSBox which is open source and freeware. It's a Dos emulator.
I decided to write this easy to read guide with pictures because many newbies like myself have a hard time getting programs to work, even when others try to explain it to them. DOSBox is a great program, so hopefully this will encourage more people to use it. Keep in mind, however, that I am a complete newbie myself. My instructions are not guaranteed to be 100% accurate, but I've tried my hardest based on my knowledge of the program.
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STEP 1 - Installation
The first step is to install DOSBox. My guide will use the .60 version which you can download
here. Download the file for your operating system. If you are a Windows user, get the
Win32 installer.
After downloading, install DOSBOx to any directory. Also, make a folder to put all your old games in. I put my DOSBox in
C:\DOSBbox, and my old games directory is
C:\oldgames. I put a game in my oldgames directory,
testdriv, which is Test Drive, an old racing game:
STEP 2 - Running a game
Now, the hardest part, getting games to run. First, run dosbox.exe in your DOSBox folder. Remember that oldgames directory you created in Step 1? You have to basically set that as new directory just for DOSBox. Essentially, it's going to become the C:\ drive of DOSBox. So, type:
mount C C:\oldgames
To dissect the above:
mount - Tells the program to mount a directory
C - Tells the program what you want your new drive to be called (leaving it as C: is fine)
C:\oldgames - This is the directory I want to set as the new drive for DOSBox, because all my games are in it. If you created a different directory, write in the directory you created.
(Note: If you want to mount a CD-Rom instead of a folder, type this: mount D D:\ -t cdrom. In my example, D:\ -t cdrom tells DOSBox that my D:\ drive is a CDRom drive, at the first D, tells DOSBox what my new drive name should be called. Then, in the step below, you'd write D: instead of C:. You can find instructions on how to mount other devices, such as floppy drives, in the Readme file)
After you've done this, you will be prompted with a Z:\. Now, just right what you wanted to call your new DOSBox drive, which as I said above, we called C. So type in C: to set it as the new drive. Hopefully, you're all set! Now, it's time to run the game. You can remember I had a game called testdriv in my oldgames folder. So, I want DOSBox to go to that folder. So type in:
C:
cd testdriv
That's it! CD stands for Choose or Change Directory, so you've changed the directory to testdriv. One more step, running the game! Most games have an EXE file in their directory that you can run. However, some might require a BAT file, or others. Most of the time, the file is in the root folder. However, if it isn't, you'll have to do something like this:
cd testdriv\folder1\folder2
-or-
cd tesdriv then cd folder1 then cd folder2
If you want to go back to a previous directory, type:
cd .. OR cd\
Please consult the documentation of your game for which file is needed to start the game. In the case of Test Drive, it's TDCGA.EXE. So now, I just type this:
TDCGA.EXE
That's it! Here's a picture of all of the commands I've written about in Step 2:
As soon as you press enter after typing in the file name, the game window will pop up, and an additional console window will pop-up providing some additional information.
NOTE: If you have problems with launching the game, unrecognizable errors being spit out, saving settings, or having the game drop out while running it, one thing to try is to make sure all the files are not set to Read Only. In Windows, select the folder of the game, right click and hit properties, uncheck Read Only if it is checked, and apply to all subfolders. (Thanks Dominus!)
If you have other errors, please search the forums first before posting a question.
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STEP 3 - Performance
Yay, you've gotten your game to run! But maybe you're experiencing slowdown? How do you fix this? With the following commands:
CTRL + F7 = Decreases frameskip
CTRL + F8 = Increases Frameskip
CTRL + F11 = Slows down the game
CTRL + F12 = Speeds up the game
Press CTRL+ALT+DEL to open the Task Manager, and click the Performance tab. Start by pressing CTRL + F12 until your CPU Usage level begins to go above 95%. After that, if you still need a performance boost, hit CTRL + F8 to have DOSBox not render some frames. The console window will display all of the changes you've made, and the top of the game window will display the current settings. Adjust these settings as needed until your game goes smoothly. Please keep in mind that not all games will run smoothly on DOSBox.
STEP 4 - Other Useful features
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Quick start
You can save yourself some time by having the program automatically mount and set the drive. Do this by going to your DOSBox folder, and opening the dosbox.conf file. You can open it with Notepad. Scroll down to the very end, and add these lines:
mount C C:\oldgames
C:
Now those commands will be executed automatically when starting! If you're having trouble with that, make sure it looks like this (look at the bottom):
Special Keys
CTRL-F5 Save a screenshot (Goes to Snaps folder)
CTRL-F6 Start/Stop recording sound output to a wave file (Goes to Waves folder)
CTRL-F9 Automatically close DOSBox
CTRL-F10 Capture/Release the mouse (If you need to use the mouse within DOSBox)
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Common Problems
Q) I have a German, Spanish, or other non-English keyboard, and \ doesn’t work in DOSBox.
A) Simply use the / instead. Or, go to the Control Panel->Regional & Language Options->Language Tab and set the Keyboard to United States – International.
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Please see the README file for more information.
Again I take NO credit for this. To see the original authors post goto
vogons.zetafleet
If you need more help here is another place.
Abandonia 
Guide to run old DOS games. 
even nice little tools 
Linear Mode
