You can maximize a game's performance in a DOS session by fine tuning
   its session settings. Right-click on the executable that runs the game
   (batch file, COM file, EXE file, whatever), and select Properties. Hit
   the "Program" tab and, if necessary, change the command line used to
   run the game. Insert any parameters it needs, change the working
   directory, whatever. Hit the "Advanced" button and quickly see the
   "Prevent MS-DOS programs from detecting Windows" switch. If a game
   claims it can't run under Windows, turn on this switch. Now the game
   will think it's running in DOS. Hah, sucker! Ignore the rest of this
   window for now; hopefully we won't have to resort to the rest of the
   stuff here.
   
   Have a look at the other tabs; I'll cover them each in turn with each
   question.
   
   Win95 will save the changes you make here in a PIF file, or a
   "Shortcut to MS-DOS Program". Whenever you bring up properties for the
   program, it will bring up its PIF file.

     * 12.2.1. I installed DirectX 3 and now my DOS games won't run in a
       DOS session. Why? 
       
   I had a whole e-mail quoted to me regarding this... here it is in its
   entirety:

From: Paul Grillo <PGrillo@Relay.com>
Subject: Re: your FAQ

Thanks for the tip on the PIF fix.  Attached is a note confirming that the
problem stems from directx3, and a kind of rude fix to it.  In case you're
interested.

I found the solution to this problem. (thanks to Stefano
dacyas@mbox.vol.it)

> ------------------------------------------------------------------
> Sure, no problem. It's a rather odd fix, but it works, got it from
> some DirectX dude at Microsoft. Find the file VJOYD.VXD from DirectX2
> or your original Win95 disks/CD/whatever and overwrite the one that
> DirectX3 installs. This will fix the problem. The Microsoft guy says
> you sacrifice some accuracy with the joystick, but I don't see any
> difference.
> ------------------------------------------------------------------

To extract VJOYD.VXD from Win95 cd use command "extract.exe /a /l
c:\windows\system win95_02.cab vjoyd.vxd"

(I put this solution on the news writing an answer to my question, but
in a few days that answer has been expired)

REMEMBER TO REBOOT AFTER SUBSTITUTING THAT FILE.

                                Bye

   Basically, the VJOYD.VXD from DirectX 3 is broken. When you replace it
   with the VJOYD from DirectX 2 or earlier, or even with the original
   Win95 version, Win95 will let you run DOS games in a DOS session
   again. Strange. DirectX 5 corrects this problem too.