|Yeah, different operating systems.|
Usually though, that message is part of the program you're trying to run and not generated by dos. It means you need to run it in windows--microsoft windows--and not microsoft dos. But it doesn't seem like a mac program would have included that message.
I'm guessing, but maybe you have a program that's supposed to run in MS windows? Maybe you have a cd that included both mac and windows versions of the program. The mac version ran OK on your mac but for some reason you're trying to run the windows version in dos.
You're not really green until you're soylent green.