What version of DirectX do you have installed (click Start | Run, type in dxdiag and hit Enter)? The last version that supported Win 95 was 8.0a, which you can download
here. However, The game does not list Windows 95 as a supported operating system, and includes DirectX 8.1. The video card requirements are for DirectX 8.0 compatibility, though, so if you don't already have 8.0a it's worth a shot trying it.
Can you install Windows 2000 to another partition (or hard drive) on your Win 95 machine? It is possible to get DD running
under Linux but that requires configuring Wine in addition to setting up a dual boot, and Wine would need access to your Win 2000 system during setup to get certain files to create a virtual Windows environment going. I did this in a Win 98 / Linux system, but don't know how well Wine works with Windows 2000.
If the game installed and you can run the configuration program, try switching to software mode, to see if that helps. There is a
manual install procedure, but if the install program is giving an error that the game will not work under Windows 95, that would probably not help any (except maybe to then run it from Linux).