There are several ways to play games under dos.
Home of the Underdogs have a whole FAQ devoted to that (check their FAQ section).
As Alrik said,
DOS BOX works well.
Actually there are many DOS emulators arround, you may look arround for them if you wish.
For games which do not require a mouse, you may create a DOS bootdisk. If you use Windows XP, go to My Computer, insert a blank diskette in your drive and right click on the A:\ drive. Choose "Format" and then "MS-DOS bootdisk". Don't forget it formats the floppy; erases everything.