This is mighty perplexing. A few months ago I got the ISO version from Frenchkiss before it closed down and I ended up not being able to play it for reasons I'll explain soon. I grabbed this ISO and sure enough the same thing is happening. :S
I get it all kinds of installed and whenever I go to run it I use DOSBox (VDM sound starts whining about needing a certain amount of free memory which is just crazy since I have a lot of memory in my machine). Everytime I get through setting up DosBox to play it, the screen fades like it's going to actually load something and then nothing happens. I have the non-talkie version lying around so I can always go to that, but I really want to have the voice overs.