ran setup utility? checked dosbox.com's compatibility list?

I might not have made it clear enough. I'm running it without dosbox and without sound. I want to set dosbox in away so when I click setup dosbox opens and then when I close the game dosbox closes.

then you need to create two batch files, one pointing to game's setup then another that has the exit command after playing the game..

How would I do that?

create a shortcut to dosbox.exe and add as commandline parameters
-exit
and full path to the executable of TV