While playing Lighthouse, when the game asks me to switch to CD#2, when I insert the second CD and press enter to continue, DOSBox gives me an error:

The wrong volume is in the drive. Please insert volume LIGHTHOUSE into drive D.

Every time I click try again, I get the same error message. If I click continue, the game ends with an error message. Is there something I need to change in DOSBox to make the CD change work?