Not sure about the HOI games but lets try getting your PG2 to work first. Ok theres another couple threads here http://www.gog.com/en/forum/panzer_general_series/panzer_general_2_vs_windows_7_64_bit_home_premium
and here http://www.gog.com/en/forum/panzer_general_series/pg2_with_vista_ddraw_dll_error
Which apparently sort the problem.
Now I'll try to walk you through how to do all that step by step.
First you need to download and install directx 9.0c from here http://www.microsoft.com/downloads/en/details.aspx?FamilyID=2da43d38-db71-4c1b-bc6a-9b6652cd92a3&displaylang=en
Click the download button and select open or run this program from its current location. If it asks for permission to install select yes.
Once thats installed you need to go into your Panzer General 2 folder and find a file called DDRAW.DLL once you find that right click it and select rename. Just rename it to GOGDDRAWGOG.DLL
Now try to run panzer general from your start menu and see if it works. If it does your good to go if not you need to right click the game in the start menu and select properties. The go to the compatibility tab. If your on windows 7 or vista select the run this program in compatibility mode for and select Windows XP (Service Pack 3).
Then under the settings options on the same screen tick all those boxes so run in 256 colors, run in 640x480 and the other 3 below those 2.
If your on windows 7 or vista you will also have a Privilege Level setting tick that as well which will be Run this program as an administrator, if your on XP already you won't need to and shouldn't have the option.
Hopefully all this gets the game running for you with no problems.
Just wanted to say thanks for taking the time out and helping me get this game going. All I had to do was DL Directx9 and that got me going..