Are you using an image of the disc?

If so, switch to the movie directory and do a DIR command at the prompt in DOSBox:
D:
CD \FRONTEND\MOVIE
DIR WIN*.TGV

Does the movie file show up in the listing? As WIN#6.TGV? What is its file size? I'm thinking that maybe when the image was created a weird character set was used and the # in the filename isn't being seen correctly in DOSBox. Images should be made with the ISO 9660 charset only, not Joliet or whatever else.

You're actually right.

I entered the commands as you said. I found out that even though the movie files tally up to about 32 million bytes (which is exactly the file size for the videos from the CD-ROM), the hash character in each file is replaced by an underscore.

No wonder the program wasn't able to load the files up; these, with the underscore characters, do not exist.

I created the image file from ISOBurn as default, but there is an option that I can set the image build using the ISO 9660 charset.

On the Build tab in the Settings Utility for the program, there is a panel that says "Logging." In it are three sub-checkboxes underneath one checkbox, which says "Log Non-Compliant File/Folder Names." The three sub-checkboxes are "ISO9660," "Joliet," and "UDF."

So if I redo the image, but have only ISO9660 checked and not the others, will ISOBurn create the image file under that character set, making sure that all the necessary movie files have the hash character?

Yes; also, you could instead try renaming the files ('_' to '#') and then testing (confirming that no other filenames are mangled).

I'll stick with what ripsaw8080 said, because your other suggestion is a little too risky; I don't have a tool to modify the compressed movie files in the ISO file. (it's sort of like WinRAR or even .epub where they are compressed file formats storing one or more other files)

I'll try it out tonight and see if it works! It's even about time that we do a write-up to a FAQ entry on DOSBox to tell people that if they have a copy of The Need for Speed SE, people must follow this procedure as well to make it work properly on DOSBox 0.74.

I've seen a similar problem occur for people making an image of the Dungeon Keeper disc, which has filenames with hyphen/dash (-) characters. The ISO 9660 rules state that filenames should only consist of alphanumeric and underscore characters. So, - or # is technically not allowed, although perfectly valid in DOS filenames.

The hope is that by telling the image making tool to only consider ISO 9660 that it will not try to enforce the rules by modifying the original filenames to use as the ISO 9660 filenames while putting the original filenames (containing the "invalid" characters) in the other filesystems. If you have an option to "use relaxed ISO 9660 rules", certainly try that. After all, the original cdroms were authored with tools that apparently allowed DOS-valid (but ISO9660-invalid) characters. However, it ultimately depends on the tool you're using; it may insist on enforcing the rules, no matter what.

Generally speaking, it's best to use an image tool that can only read and write images (e.g. CDRWIN), and not one that can create (author) a cdrom from folders on a hard disk or cdrom disc. The reason is that the image-only tool will simply copy the sectors in the TOC byte-for-byte, and it won't try to "cook" the TOC in any way; but more general-purpose image making tools necessarily have options that let you specify which filesystem(s) the disc should have.

Problem fixed! I was wrong with what I was supposed to do.

When you create an image file using ISOBurn, be sure to click on the Advanced Tab on the right side of the window, then click on the Restrictions subwindow. There, you'll find two radio buttons to set:

Under the Folder / File Name Length group, set it to Level X.
And for the Character Set, set it to ASCII instead of Standard.

Just tested it and now the WIN#n (n being a number) videos work.

Thank you, guys!