I never played the CD-ROM game, but Harry was always a blast (literally) to watch on the show. One particular scene with Staler and Waldorf comes to mind.
Statler: I was wondering when they'd start things off with a bang...
Harry: (pops up from behind) Did sombody say 'bang'?
Waldorf: NO! (hits Harry in the face)
Harry: Well, ya can't win'em all. (falls over)