I'm getting really frustrated that I can't figure this out.

I've downloaded a game called "I Have No Mouth And I Must Scream". It came as a .BIN and a .CUE file. I've followed all the directions, mounted it. I'm on C:/IHNMAIMS, but when I type in IHNMAIMS.bin, it tells me I'm putting in an illegal command. Please help me understand how to run the game.