Thanks, I thought GoG would've made it more clear to use. Total noob at DOS commands, eduke32 works brilliantly without the head-scratching method :P
Do all GoG games rely on DOSBox?
No, just the ones that were originally designed to run in DOS. Though some of the games have user-made windows ports like eduke32.
Newer GoG games that were designed to run on Windows generally run fine on both XP and Vista.