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There's another good reason to prefer the DOS version over some of the other versions of the game. The game was too big to fit on a single floppy. (It appears that the Apple 2 version of 1 took 4 disks and of 2 took 6). This means that the game takes a while to load (assuming real hardware), and every now and then, you will be asked to switch disks (which is annoying, even on emulator). I remember reading somewhere that MM2 even asks you to switch disks in the middle of the overworld, which can get annoying rather quickly. The DOS version, on the other hand, has no noticeable load times or disk switching when installed to a hard drive.

Incidentally, the CD-ROM version of World of Xeen was distributed on 2 CD-ROMs, and you did have to switch them. (If you notice, the GOG version occasionally asks you to press a key combination (I think Alt+F4) to continue; that's because DOSBox needs to be told to switch virtual CDs.)
I think there's something wrong with the game. When I want to enter town, it shows Algary and says there are no characters in town. Pressing numbers to switch the town does nothing.

How can I begin the game??

If I remember correctly, the manual said nothing about positioning the characters before starting the game, and I even still have all of the original characters plus a new one!

EDIT: Frigging GOG save, how come it shows town of Algary when it's supposed to show Sorpigal? I've got no idea if it's because of my keyboard, but even when I have US English selected when starting DOSbox, pressing '1' doesn't work! Neither does numpad! I'm so pissed!

EDIT2: For anyone with this problem, you have to press 1-4 while on the "main menu" which contains character creation and town selection. Solved.
Post edited November 20, 2015 by Green_Hilltop
I just realized what led to my mistake - I thought "Press # to enter town" meant that I was supposed to press "#" and not the number, haha! And that only after pressing "#" you'd get to select the number.

This is so hilarious.