Did you mount your CD in the [autoexec] section of the dosbox.conf you are using? http://www.dosbox.com/DOSBoxManual.html#InternalPrograms

Hello collector, and thanks for getting back to me so quickly.
So far I've just been following very basic instructions found on the internet (http://www.dosbox.com/wiki/DOSBoxShortcuts), so am still trying to get my head around everything. What should I have done (or be doing)? The manual page you sent the link for seems a little complicated at this stage!

OK, I look at the Wiki entry and it is a bit... wanting. Creating a shortcut that way shown in the images does not allow you to set any options. All it is doing is mounting the folder containing the specified EXE as C: and starting that EXE. A better way is to specify a given conf file that has any extra mountings, etc. in the [autoexec] section at the end of that conf. Your target in the shortcut should be something like this. Just adjust for your actual paths.

1"C:\Program Files (x86)\DOSBox-0.74\dosbox.exe" -conf "C:\Games\Settlers 2\dosbox.conf"

Then open Notepad and enter the following, using the actual drive letter for your CD if it is not 'D:\'. Change the S2.exe to the EXE for Versailles 1685.

1[autoexec]
2cls
3@ECHO OFF
4mount c .
5mount d D:\ -t cdrom -ioctl
6c:
7cd \
8S2.exe
9exit

Save it as 'dosbox.conf' in your game's folder. It will now mount your CD drive when you start it from that shortcut. Note that it may complain if you start it without a disc in the drive. For multi disc games when you have to change discs be sure to press CTRL+F4 to have DOSBox refresh the drive cache to see the changed disc.

If you need to make any other adjustments, like changing cycles, etc. you can add those to the conf you created.