The more information you give right away the more precise the answers might be 😉
In this case your OS would have been very helpfull. One always assimes that only Windows users neglect to mention their OS 😉
Ok, it can't be done without resorting to making images (like an iso if you know that - just that we better don't make an iso but bin images) of your CDs. If you have no idea what I'm talking about you might be better off with Boxer, an OS X port of DOSBox that brings several enhancements useful to OSX users. I think it either offers a way to make images of your CDs or a way to switch CD Rom mountings. I'm not using it so I'm not that sure, though.
Be warned though, when you use boxer you have to direct your further problems at the boxer author. Since it is not lock stock DOSBox we mostly refuse to help with boxer questions since we can't know whether a problem is just caused by boxers enhancements.