I've got the same version (from Sold Out), and although it installed OK, I'm getting this error message when I try and run it:
Runtime Error!
Program C:\Program Files\Bullfrog\Dungeon Keeper 2\DKII.ICD
This application has requested the Runtime to terminate it in an unusual way. Please contact the application's support team for more information.
Anybody had this, or know how to fix it?