You should use either VDMSound or DOSBox if you find a DOS game that you can't use in WinXP. Both are featured on this site in the application section.
For the black screen problem, there is several ways. Hitting your Windows key (if you have a recent keyboard) should bring you back to desktop where you should be able to right-click on the MS-DOS application and select "close". If you don't have a Windows key, hitting ALT-Enter usually does the trick.
If it doesn't work (i.e. the game froze the DOS window) the only option left is to hit together CTRL-ALT-DELete, then go to the first tab and kill the appropriate running process.
If you need help with DOSBox or VDMSound then feel free to post here again.
