Here is a list of utilities that are helpful or sometimes even necessary for playing classical computer games:

DOSBOX V0.61
This is a DOS "emulator", that enables you to play “ancient” PC-DOS-games. Such games were programmed many years ago to be played on machines with very slow CPUs (like Pentium 133 ore slower). Today these games won´t run correctly on your machine without DOSBox.
DOSBox supports all the older processor types, standard DOS commands, the old graphics and sound cards... This tool is really helpful!
Requires you to know a bit of DOS but the results are amazing! It also emulates PC Speaker sound MIDI!)
MOSLO VERSION 1.32b (TRIAL)
This tool slows down your processor. Some abandonware games run too fast or not at all on new machines. When you use this program it´s like playing with a CPU back in the 80`s!
MOSLO DELUXE VERSION 2.1
Same thing - different version!
TURBO
Another tool to slow down your CPU. It runs on Windows and is sometimes better than Moslo.
MICROSOFT MOUSE DRIVER
These are driver that let you use your mouse in DOS mode. Todays Windows versions (like XP) do not have the drivers by default, but you need them to play some old DOS games.

SDL
Simple DirectMedia Layer is a cross-platform multimedia library designed to provide low level access to audio, keyboard, mouse, joystick, 3D hardware via OpenGL, and 2D video framebuffer. It is used by MPEG playback software, emulators, and many popular games, including the award winning Linux port of "Civilization: Call To Power."
Simple DirectMedia Layer supports Linux, Windows, BeOS, MacOS Classic, MacOS X, FreeBSD, OpenBSD, BSD/OS, Solaris, IRIX, and QNX. There is also code, but no official support, for Windows CE, AmigaOS, Dreamcast, Atari, NetBSD, AIX, OSF/Tru64, RISC OS, and SymbianOS.
SDL is written in C, but works with C++ natively, and has bindings to several other languages, including Ada, Eiffel, Java, Lua, ML, Perl, PHP, Pike, Python, and Ruby
SDL_IMAGE 1.2
SDL_image is an additional library for SDL that can load pictures and show them as an SDL-Surface. Using this tool, SDL-based programs can show different picture formats (BMP, PNM, XPM, LBM, PCX, GIF, JPEG, PNG, TGA) darzustellen.
SDL MIXER
SDL_mixer is a sound mixing library that is used with the SDL library, and almost as portable. It allows a programmer to use multiple samples along with music without having to code a mixing algorithm themselves. It also simplyfies the handling of loading and playing samples and music from all sorts of file formats.
SDL_TTF
SDL_ttf is a TrueType font rendering library that is used with the SDL library, and almost as portable. It depends on freetype2 to handle the TrueType font data. It allows a programmer to use multiple TrueType fonts without having to code a font rendering routine themselves. With the power of outline fonts and antialiasing, high quality text output can be obtained without much effort.