dissociated-press help: M-x not recognized

[Tsu Dho Nimh]

I downloaded and installed emacs for Windows,
emacs-21.3-fullbin-i386.tar.gz from the GNU site, according to the FAQ
for Windows.  The installation seems to be working in that I can
create, open, edit, and save files.  But the real reason I installed it
was to run dissociated-press and that isn't working.

There are two files named dissociated in the \lisp\play directory, but
I can't get them to run.

emacs does not run the shell commands, such as M-x dissociated-press or
M-x fo.  When I try, I get this error:  'M-x' is not recognized as an
internal or external command, operable program or batch file.

SYSTEM:
OS Win2K, AMD chip, 256MB RAM ... nothing fancy, and it's a stable
machine.

1 - Is there something emacs needs before it can run the shell commands
- perhaps something that was not included in the file I downloaded
because it's rare for the usual emacs user to not have it?

2 - Is there a configuration setting somewhere that would make
dissociated-press appear on a menu like the games do (I'm a
pointy-click Windows person because I'm a lousy typist). Anything on a
menu runs as expected.