Sometimes, when a game isn't working properly, or just plain refuses to load, it is necessary to make a bootable disk. A boot disk allows you to make changes to your system files on the disk, rather than on your hard drive. This lets you create an archive of different configurations for each program that needs one, rather than having to edit the system files on your hard drive every time you experience a problem.
For people with MS or PC DOS 6.0 or later, there is also a feature called "multiple boot" which retains most of the functionality of floppy boot disks by creating a menu of various different configurations at startup.
Consult your DOS manual for more information or take a trip to Microsoft's homepage to learn more about the latest versions of DOS and Windows.