Installing Dosbox should be no more dangerous than installing Microsoft Word. (Perhaps even less, because Word would mess with windows to associate its files with itself

)
And I recently discovered another game that definitely goes in my favorite pile: "UFO:Alien Invasion". It's heavily inspired by the original XCOM games (which were awesome, as everyone should already know

).
It's Open Source (which is good), and not entirely complete (which is bad), but it is complete enough to play and enjoy without noticing anything "missing".