I had the same problen with BullGuard antivirus.

To install, proceed as follows

aks a friend who has installed dosbox already to copy the entire directory DOSBox-0.72 to a flash pen

scan ths directory with your antivirus on the computer where you will install and use the antivirus software that was sceptic and alarmed before
There were no warnings using bullguard when I did so

copy the directory anywhere und run dosbox

best regards
erik