win ME doesn't have a true DOS capability, but you could try loading from the Command Prompt (Start >> Accessories >> Command prompt) (I think, I've never used ME).
From there, you'll have to access the disc, assuming your CD ROM is the D drive, type D: enter
From there, type dir, return, look for something like AITD, then press return again
I'm a little hazy here, been a long time since I done that thing, but I think you type, from the D prompt, AITD return then type it again, and you should go into the load option
sorry, that's far from comprehensive, like I said, I've forgotten, but it may put you on the right track
hopefully somebody else will be along to give you more detailed info
For what it's worth, I have a copy of Alone in the dark 3 on CD and although I managed to install it (on Win 98SE) I just couldn't get it to run, had a memory problem, as I recall, and despite extensive messing about with memory settings, couldn't get it to work
Good luck