Jazz Jackrabbit 2 Online

I'm having a little difficulty with JJ1HH95. I downloaded it from a site with no issues. With the Jazz CD, I just load it up in DOSBox and it works beautifully. No flaws at all. I tried that with JJHH95, and it looked like it was going to load up, but then it stops and says,
"Welcome to Jazz Jackrabbit. version 1.3

If you have any problems, please run HELPME.EXE for more information.

Type JAZZ /? for commandline options.

Running under DOS protected mode. windows not detected.
486DX processor found

Error! Essential files missing. Please re-install Jazz

Please press any key to exit."

At first I thought it was just a bad download or something, so I tried downloading it from another site. Loaded it up in DOSBox (err.. tried to) and the same error message came up. Any ideas or solutions? Thanks.

-yu