OK - let's go through this once again (step by step).
Download the game (from our site).
Unzip the game (you should get a folder named DGATE). - DON'T INSTALL!!!
Move the DGATE folder (so it is only C:\DGATE).
Download DOSBox.
Install DOSBox (don't change any configuration).
Start DOSBox.
Type:
mount d c:\ <press enter>
mount d X:\ -t cdrom <press enter> (X should be the letter of your CD-ROM drive)
c: <press enter>
cd dgate <press enter>
dgate <press enter>
The game should be running now!