Recently Underdogs leads me to nice DOS roguelike game - Dungeon Rogue from Ron Heuse. It's shareware - first part is free and can be downloaded everywhere, for example here.
So I download it and start playing. All seems is ok under WinXP, except, of course, "eating whole memory" habit of NTVDM. With ADOM I easily defeat it with DosBox. So I try it here.
Oops! There is very strange event happens: I cannot attack nor up, nor down. Attack is made by Ctrl+direction. Under NTVDM works any direction from numpad or cursor, but not in DosBox.
I try to remap keys (cursor, numeric or Ctrl) - without any luck.
So I can say, there is problem with Dosbox 0.65. For some reason it cannot handle "Ctrl+Up/Ctrl+Down"both with cursor and numpad keys. I don't know, if this problem exclusive for Dungeon Rogue or DosBox general bug. Last ykhwong's build (from 03.12.06) can't help too.

Addition: I try to use older versions of DosBox. Very strange. %)
1. It's definitely uncorrect handling of "Ctrl+Up" (or Down), but exclusive for this game. Because
2. In the all previous versions pressing Ctrl+Up|Down ends with completely disabling all keys in game except Shift and Control! So simply "don't work" is definitely advancement. %) And without game this effect is absent, so it's not general DosBox error.