You should run both the game AND its setup in DosBox. From what you're telling me, you tried to do that in Windows.
As for DosBox,
read this.
I'm writing a newer guide, a copy of which may be found
here. It may explain some things easier.
PS. Soundcard configuration in DosBox should be: Sound Blaster 16, IRQ 7, DMA 1, Adress 220h.