I use a little freeware program called "Dosbox", that's perfect for playing in windowed mode. It also keeps the game very fast under XP. Under XP all actions are normally slowed down, and that sucks. But "Dosbox" is some sort of "DOS Emulator", and it emulates even the cpu speed of a computer of "that era".
Download:
http://dosbox.sourceforge.net
PS: This tool fully supports multitasking.