Can you guys help me find this game? [Old one]

Okay, so me and my friend used to play this game. I don't remember its name but it was during the time of "Dave" (at least, we played it during that time). The game was a shooting type where the main character had to go through series of floors of a building and reach the top or something [like we had to kill the enemies and move upwards (or forward - i really don't remember) to progress] and the only thing I remember was that - on my windows 3.1, I had to go to the command prompt and type "bg.exe" to launch the game (my friend had Win 95 where he ran it normally). Can anyone help me identify it? Thanks either way.