Copy the "Data" folder (containing Egypt.tub, Cat.tub, End.tub, End2.tub, Cred0.pcx and Titleh.pcx) from UB installer to your TR1 game folder.
Then, download the exe pack for Glidos:
http://download.glidos.net/TR1/TrAndUbForGlidos.exeFinally, run Glidos, pick Unfinished Business, go to Adjust..., and specify where UB exe file is. Select DOSBox as the emulator.
Best of luck.