Game Devices

Commander Keen Sound and Music
New sound cards can’t run DOS sound and music; download VDMSound to fix that.
Requirements: (taken from VDM readme)
VDMSound will only run on Windows NT 4 SP3, Windows 2000 or Windows XP. It will not work with Windows 95, 98 or Millennium. A soundcard is optional (although recommended). Any soundcard will do (be it ISA, PCI, new or ancient), and as long as other Windows programs (like Media Player, Winamp, etc.) work with your soundcard, so will VDMSound.
Download: VDMSound (849k)
Screen Thief for DOS v2.01
Use this program to take Commander Keen screenshots.
Requirements:
It will work in DOS and an emulated Windows DOS environment. Turn off compression though, else the screenshot will probably just come out plain white.
Download: ST201F.ZIP (35k)
DosBox
This is an emulation program for DOS, it can run the Keen games in Windows and should fix the jerky screen syndrome caused by newer video cards. Check out the official website here.
Requirements:
DosBox should work for most versions of Windows, I've never seen anyone complain, however the latest version doesn’t work for me so it may not for you.
Download: Dosbox Homepage