Zip disks work in DOS. Agent.exe IIRC is the dos zip disk driver.
Everyone is missing the best DOS out there so I'll mention it. DRDOS.
http://www.drdos.com/products.html
FYI, When Caldera owned DRDOS, they wrote the DOS that windows 95/98/ME is built on. DRDOS 7.x should be the closest thing to being compatable with that version of DOS (as well as prior versions) and the version I have (under the OpenDOS name before Caldera changed it back, spun it off and got swallowed by SCO) supported long filenames and true multitasking as well as FAT32 partitions.
It isn't free anymore (it was under Caldera) but it is still the best DOS out there (and really has been since it was created.)
Seeing NTFS partitions under DOS is possible with NTFS for DOS, but that also costs money and probably isn't worth it for just playing games.

The comment about not being able to see the partitions would also include the Win9x/2000 FAT32 partitions.
Lastly, the Windows 98 boot floppy does a fine job as a DOS floppy (being a lite version of DRDOS) and reads FAT32 partitions just fine. It's also free.