What happened to my Commander Keen...

uploaded it somewhere else.

Same here. Give us the link to the page where you found that picture. =P

BTW, thanks for that awesome game. (I already own it but... retro games FTW!!!)

well, in that case I won't bother. For me, opengl just shows a blank screen.

Actually, I just found the original source again, so I might as well post it:

Basics:

Download the files

There's a build here that should work (click Download -> DOSBox SVN Builds and then scroll down to your preferred platform and download the .7z file, not the installer ). You should be able to simply drop the entire contents of the .7zip (sorry! no zip files available) into each of your commander keen\base# directories.

Once you've copied the files over, check the keen#.conf file in each base# folder and change the line that says output=ddraw to output=direct3d.

You should be able to use this version of dosbox as a drop-in replacement for any other steam game that uses dosbox >0.64 as well (e.g. doom, etc; for the sierra collection, look here, for other games if it doesn't work, search google).

More advanced stuff

Hiding the menu and the console

Dosbox has a console window to show status and error messages. If you want to hide it, add -noconsole to the game's launch command.
This version of dosbox comes with a handy menu in window mode that disappears in fullscreen mode. If you want to hide the menu, add -nogui as a launch option.

Unnecessary files

You can ignore the CAPTURE, DOCS, SAVE, and TOOLS folders, and you don't need the dosbox_debug.exe. Leaving them in there won't hurt anything, though. If you don't plan to play with shaders, you might be able to delete that folder too--but I'm not sure, so try running dosbox with it renamed before you delete it.

Shaders

Since this version of dosbox supports d3d, it also supports shaders. To use them, follow the instructions here. To compare them without actually testing them out one at a time, there's a gallery over here.

Nonwindows users

If you're running linux or mac steam won't let you download the game even though dosbox is multiplatform and supports both; you can easily add commander keen to steam by downloading it through steam under wine (an easy way is PlayOnLinux) and then simply copy the data files, then copy the binaries as above and add it as a nonsteam game. It won't track your time or show game-specific links in the overlay, but it will run just fine, even if you uninstall wine. I would also suggest using symlinks for the files if you've got several installs so you can easily update dosbox once for the entire system (or at least for steam).