DCT: try running as administrator and see if that helps, if still nothing then try opening up the game's dosbox config for Savage Empire it's dosboxSAVAGE and Martian Dreams it's dosboxMARTIAN and open them in notepad, now find the line "output=" and change it to DDraw or the like and see if that helps
dragonas2: how do i do that? all i usually do is click the downloaded game and nothing comes up but black screen
Either try Arkose's method and if that doesn't work then go into where you installed the games usually c:\program files\gog.com\The Savage Empire and c:\Program Files\GOG.com\Martain Dreams this is also where you will find a file called secret answers
which gives you the answers to the game's copy protection. There open dosboxSAVAGE and dosboxMARTIAN with notepad and edit the line output= to something else like DDdraw, Surface, or OpenGL
save and then run the game, still doesn't work try a diffrent render option for Output= one should work.