what is your dosbox version and where have you got it from?
what is your Operating System?
what are your PC specifications?

post content of "DOSBox Status Window" (in Windows: right click on its title bar -> edit)
enclose your dosbox's config file

post your mount lines and what is written under every mount line
post what is written after you type "mount"

My dosbox version is 0.71
My operating system is PSP
Processor 333 mhz Ram 64 mb

My mount lines :
SYSOPT clock 333
@ECHO OFF
mount c: ./GAMES/
c:
DN\DN.COM

HOMM bat file:

mount d ./GAMES/HOMM2 -t cdrom
SYSOPT clock 333
@ECHO OFF
INPUTMAP up up
INPUTMAP right right
INPUTMAP down down
INPUTMAP left left
INPUTMAP triangle 1
INPUTMAP square space
INPUTMAP start enter
INPUTMAP select esc
INPUTMAP exec HEROES2.EXE /d0 /i0 /m0 /r0

why don't you just try dosbox version 0.01

Robertmo is just being sarcastic. DOSBox 0.71 is a museum piece.

Get latest DOSBox (0.74) -> HERE

The problem is that the PSP port is not maintained by the dosbox developers. Try to find a more recent port and ask the psp community for help, since if it isn't solved by an up to date version the problem might be psp related