Deus Ex can be a bit dicky on modern PCs; here's the best way to play now.
If it runs too fast or doesn't support the resolution you want, get Deus Ex Fixer. It's easy to use and solves both problems quickly.
Lastly, get the Shifter mod. It adds many neat tweaks such as throwing melee weapons, upgrading augs with dupes, and a Hed-Gun.