Eidos General CM FAQ.
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Q18. Can't run cm2 series on XP or 2k
A18. If you only have NTFS partitions on your hard drive, then create a small FAT32 partition, insert a Windows 98SE bootdisk and load the game up from there. Also required are DOS mouse drivers (you may have a problem if you have a USB mouse), which will have to be loaded up each time you wish to play
unless you amend the autoexec.bat file. Failing that, the trickier option is to install and configure a DOS emulator.
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