Halflife2.net forums noticed a missing General Public License for DOSBox, an emulator used for playing older titles. Not including a GPL, which is a text file legally required to be included with the game to give due credit, violates the license and can lead to lawsuits.
It appears, however, that subsequent downloads have fixed the problems, as either Valve or id has added the proper licenses. (Note the picture above, from the same forum thread, showing the licenses present in a recently-downloaded copy of HeXen.) This doesn't in either way affect the gameplay of the titles, but it is important to give credit for those who make your fragging possible in the first place.
[Update: Clarified the wording as to the physical description of the GPL itself.]