Alright, I was getting an error that you can see in the image. This error has been mentioned in other posts, but through doing a little research I ended up at this address:
http://www.libsdl.org/download-1.2.php and downloaded a SDL.dll file and replaced the one I already had. This stop the crash issue.
Now I try to run Descent 2 and get the error: Sorry, the Descent 2 CD must be present to run.
What do I do now?
I'm not to computer savvy.
Thanks for the assistance,
David

I was trying Start menu and folder exe to start the game with no luck. After I changed the SDL.dll file had not try the start menu icon. I did and it worked (dumb on my part).
BUT, I purchased capitalism plus and was having the same difficulties trying to run it from the start menu and from the folder. I replaced the SDL.dll file there as well and it worked fine!
David.

Are you using DXX-Rebirth? I think it might be automatically included with the download here on GOG, but I'm not sure. If not you can download it at http://www.dxx-rebirth.com/ It doesn't have to run on DOSBox, it can run directly under Windows. You shouldn't have this problem then.