http://msdn.microsoft.com/en-us/library/bb762 … 28VS.85%29.aspx
"Remarks
The Microsoft Internet Explorer 4.0 Desktop Update must be installed for this function to be available."
Basically this is a Microsoft issue with erratic updates. GetSpecialFolderPath is listed as "supported" in NT4, but only on installs that have Active Desktop, which apparently came as part of the install for IE4 (!). Modern IE installations don't update shell32.dll so it can happen that an NT4 machine won't have this function.
The only way around it from the DosBox side would be to GetProcAddress on the function in the first place and see if it comes back null, and if not use a function pointer afterwards to execute the function (instead of explicitly linking it). That's a lot of work for an operating system that Microsoft has official declared dead five years ago.