If you're wondering why the Steam versions of Doom use DOSBox and doom*.exe instead of some nice friendly Windows version, wonder no more. I emailed John Carmack about it and he replied:
It all comes down to resources -- re-qualifying a release of anything takes a lot of time, money, and support, while just shipping the exact same executables was fairly straightforward. While Doom and Quake might be able to justify the work, there is no way a lot of the titles could, so the decision was pretty obvious.
I strongly urge people with a little initiative to go look at the various high quality source ports, because they are better in essentially every aspect than the original sources, but we aren't going to make any of them official.
So there you go. If you're not finding yourself a huge fan of the emulated DOSBox experience, we have a forum thread with some simple instructions on how to update the game for the current millennium.