You might want to check out
the official DosBox FAQ, and particularly
this part of it. It is quite helpful for users unfamiliar with DosBox.
I suggest you also read the pages about
command line,
internal programs (very important!) and
the config file.
It's all easier then it seems. So remember:
DON'T PANIC!!! 
Also, there are only three types of files that can be used to run anything under DosBox: EXE, COM and BAT, with the last being more like a shortcut or macro rather than an actual program.