Aktungbby, if you're using CAOD it was made for win95. I don't know if it also works via dos.
AOD (which is better
) is dos only. If you're not familiar with typing in dos commands, I can help.
Also, as Jeff said a front end program like D-fend Reloaded can be good to use. I use dosbox myself but I'm comfortable with dos commands and have it setup so AOD starts by just clicking on dosbox.