Since then I lost it but have been wanting to play it recently so I looked it up on grabbed it on the bay for like 10 bucks (shipping too). It took me a looooong time to get it to run on today's PC (I had to use the MSDOS emulator called DOSBOX) but I'm glad I did, brought back good memories, just not as scary anymore as I had hoped.
The game pretty much is just you walk around a deserted wax museum and click on things to solve puzzles. There's a curse on the building so by clicking on things sometimes the wax people/paintings/objects come alive and make you "jump" like in movies. The graphics/audio has REALLY held up all this time and is still great. Honestly if you like these role-playing games you can't go wrong with it (if you can find it and get it to work...)
(Some pics, story, how to get it to work)
(Here's some more screens that are REAL gameplay, not cutscenes)