If you make a shortcut to the executable if the program you want to run there are options under Win2k.
1) Right click on the shortcut, select properties.
2) Compatibility tab, check "Run in compatibility mode:"
options are: Windows 95 Compatibility Layer
Windows 98 Compatibility Layer
Windows NT4 SP5 Compatibility Layer
Unfortunately no DOS, however the Win9x ones shouldn't be too far off.