Chex Quest is a mod of Doom that came free with Chex cereal for a period of time.
You can download it here
Once you download it, extract it to a folder and run launcher.exe, setup your options like so:
Then click OK and click Launch, the game will start.
When starting a new game be sure to pick "Knee-Deep in The Dead" otherwise the levels will just be Doom levels with the Chex guns & enemies, some Doom monsters like the Cacodemon are invisible as they are not used in Chex and this makes it very difficult to play properly =P