I can't get the ultima.exe file to work.

[jec0]

My pc gives me a 16 bit MS-DOS Subsystem window that says:

This system does not support full screen mode. Choose 'Close' to terminate the application.

How do I run Ultima 5?

[The Fifth Horseman]

DOSBox. (http://www.abandonia.com/vbullet/showthread.php?t=14406) For most of the games here it's the first and only thing you need.