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Don't know if this will work with NT since I never used it, I did not bother to learn much about it.

However with win 95:
Windows 95: The game should run on windows 95 with DirectX ver8.0a, however it's recommended you set your music to OFF using the HOI Settings file. You can always play the mp3s with Winamp in the background anyway, so this shouldn't be too big a loss.
 
Never tried it myself. ;)