The machine is a Compaq Prolinea 4/33s. This problem originally started by resetting the BIOS password, and problems with the hard drive configuration in BIOS.
The machine boots from C: into DOS. (SYS was copied from a Win95 StartUp disk.) Win95 does not start as expected. When Windows was manually started from c:\Windows, the system returned 'Could not load VFAT on StartUp' or 'VFAT Device Initialization Failed.' Is a file missing? Or something else wrong?