If you own a retail version of Dungeon Keeper GOLD that includes Deeper Dungeons, this is how you integrate it into the GOG release:
CD-ROM is assumed "D:"
Dungeon Keeper GOG installation location is assumed "C:\Games\Dungeon Keeper"


1. copy "D:\Keeper\deeper.exe" to "C:\Games\Dungeon Keeper"

2. copy "D:\Keeper\data\english\DD1TEXT.DAT" to "C:\Games\Dungeon Keeper\DATA"

3. make a copy of dosboxDK.conf in "C:\Games\Dungeon Keeper\" and rename that copy to dosboxDD.conf

4. with a text editor open "C:\Games\Dungeon Keeper\dosboxDD.conf"

5. at the second to last line change "Keeper.exe" into "Deeper.exe" then save and exit

6. Go to Start -> GOG.com -> Dungeon Keeper, make a copy of the shortcut Dungeon Keeper and rename it to Deeper Dungeons

7. Right click on Deeper Dungeons shortcut and click Properties.
In the window that pops up, change TARGET
from "C:\Games\Dungeon Keeper\DOSBOX\DOSBox.exe" -conf dosboxDK.conf -noconsole -c "exit"
to "C:\Games\Dungeon Keeper\DOSBOX\DOSBox.exe" -conf dosboxDD.conf -noconsole -c "exit"

8. You now have both the original and the expansion

If you don't own a retail version of Dungeon Keeper that includes the deeper dungeons, you may as well pirate the thing rather than following these steps, as it's basically what you're doing.

Does this still work?

I have the retail version of Dungeon Keeper Gold - box and all. I am thinking of getting DK on GOG.

Of course I would rather that GOG managed to jump through whatever hoops are required to have the ability to sell Deeper Dungeons as part of the bundle (no need to sell it separately - there are still companies that appear to be able to sell DK Gold Edition, which includes Deeper Dungeons: they must have acquired the rights from SOMEWHERE...)