But the FAQ is telling to untick that box, and when I do, it just comes back again.

I've installed DosBOX, got it the directory etc as required. I set up and installed the game Z, and it told me I needed to run the Batch file. So I did, I ran Z.bat and it started to load, it gets to the part where a movie is about to play (I've installed the movie codecs) and it quits out. So then, …