I want to say it would exit to dos if you didn't, but I may be mistaken.

My first "real" (as in, not obsolete at time of acquirement) was a Packard Bell desktop, Christmas '95. It was supposed to be an SX-33 (per box specs), but Santa was especially kind for me and it was actually a DX4-75.

Anyways it had a CD-ROM drive.

I definitely remember being freaked out while playing either Quake or Duke Nukem 3D and being startled that random tracks from TLCs "Crazy, Sexy, Cool" would start playing...these games were set up to play certain tracks from their install CD at certain times in the game. I didn't know this, having obtained the games on the high seas.

Wanna say it was Duke. But I certainly played a lot more of quake. That game was a cornerstone of my youth.