septentrionist: When I try to use the pyramid outside of Vertigo, it says to press ctrl+f4 and enter. If I do that nothing happens. The music stops and the game seems to be frozen. If I press esc or space nothing happens and I have to close the game.
press ctrl+f4, then wait a bit so that the emulator can swap disks, *then* press enter.
(In the physical CD-ROM version, you were instead told to insert the other disk at this point.)
Also, if you have not yet defeated Lord Xeen, I would advise holding off on using the pyramid; it takes you to MM5, where the game gives you so much experience early on that it can ruin the challenge of MM4.