vmware... just google for it (as in go to www.google.co.uk and search for vmware workstation).
of course this is only a 30 day trial version or something... you need a serial number to get it working permenantly (ie: buy it)/
i haven't tried it with apoc yet, just ufo collectors edition, and a couple of other old games... the first time ever that ufo has run slowly
still, it should work.
oh, that directory you needed for savegames was surprisingly called 'savegame'