Thats why I posted this, those stickes were basically posted for people who know how to run games like this and not for people who never done it before.
Be sure you follow every step.
Issue #1
Then I read a guide on these forums and in Dosbox it says I have to Mount c games, but in DOSBOX it says Illeagal command.
Sticky answer #1
With this guide I will try to explain on how to run the 4 past games with DOSBox (http://dosbox.sourceforge.net/).
The first thing you need to do is to go to the official website of DOSBox and download it's latest release (currently 0.72), which is free. In the most majority of cases, you need to download the "Win32 installer" version.
After DOSBox is installed, go to the folder where you installed it and create a new folder called "Games".
Issue #2
I cant seem to start up arena, it says in the directions to first "run arena106.exe file", but theres no file named that I even did a full computer search and nothing came up.
Sticky answer #2
I do suggest you download the http://www.elderscrolls.com/downloads/downloads_games.htm
When you got the Arena106.exe file, double-click on it and select the Games folder you created where you installed DOSBox.