Why do I get these errors?

Alright, I have Windows 2000 and I’m having troubles installing some older games… Everytime I attempt to install some older games ('99+) I get this error message in everygame:

C:\WINNT\SYSTEM32\AUTOEXEC.NT. The System file is not suitable for running MS-DOS and Microsoft Windows applications. Choose ‘Close’ to terminate the application.

I find this wierd because I know Windows XP doesn’t support MS-DOS, and I thought that Windows 2000 did… any help would greatly be appreciated!

Thanks in advance.