Just emailed you, but I'll add that the version of the PENGO game off that 'underdogs' website is originally for the IMB PC/MS-DOS compatible computers. Therefore, no emulator needed!
SOmetimes older MS DOS/PC games don't run correctly on new Windows computers (even though a PC is PC to some degree). In that case, you'll need to go into MS DOS mode to run it, or even download something off the net called "DOS BOX". But I won't get too deep into this - just download the file(s) off the underdogs site for the game, 'EXTRACT' the files, and play the game by running the 'executable' file..
Hope I am not confusing the issue - let me know how it goes. Any game off that underdogs site is direct-PC and needs no emulator... EB