I'm afraid you have to run it on a virtual machine. Using Windows Vista, you need to set compatibility mode to NT 4.0 and using Windows XP, you need to set compatibility mode to Windows 95. Using it on Windows 7 and up doesn't work at all.
In August of 2004, Zappi, Homba, Bambam887, RedScorpion and MOOXE all pitched
in to create this Close Combat site. I would to thank all the people who have visited
and found this site to thier liking. I hope you had time to check out some
of the great Close Combat mods and our forums. I'd also like to thank
all the members of our volunteer staff that have helped over
the years, and all our users that contributed to this site!