I realize it's probably bad to bump this old thread, but this is the top answer when searching on google.

For anyone confused as to why it won't work: If you own the GOG version (at least the version I got from here) the top line should be [TEXT95], not [Western]

I just started up the 4-CD version on Windows 10 (surprised it worked there), and yes, Slurry was the subtitle font in the original game.