Why don't you just try it yourself?

I don't quite understand the problem, or your question. Do you want to change environment variables on the host OS from an emulator?! That kind of "functionality" would be considered a major bug and security flaw in the emulator. Emulators and Virtualizers are supposed to run in a "closed" environment, that's one of the basic ideas of emulation/virtualization.

I'm using 4DOS for my DOSBox batch files. It's free and open source now, and still being developed. Works very well for me.

Wouldn't the WHAT from FreeDOS work in DOSBox too?

To clarify a little more here is an example:
I do a batch file to do some process.This will be the batch code:
WHAT S "---Enter file name to process:"
PROCESS %WHAT%

When the batch file start it will prompt :
---Enter file name to process:
Then the user types (for example) :
MYFILE.DRW
The line will look:
---Enter file name to process: MYFILE.DRW
And when he hits enter the next line in batch will execute:
PROCESS MYFILE.DRW

No system environment variable outside the DOSbox has been changed.

How can I do this "WHAT" program or any similar to work under DOSbox?

I hope I have been more clear now.

Environment variables are local to the execution environment (dosbox in this case).

Sorry, my fault, WHAT works fine under DOSbox.
I was thinking it didn't work because the batch didn't do the job an I knew what was the problem with a standard command prompt window.

The batch didn't work because it uses other two small programs.

One is called "KEY-FAKE" it types initial commands to a program just started instead of the user.
For example if the program PROCESS always needs the user to type "12DY" to make the job you could make a batch:
WHAT S "---Enter file name to process:"
KEY-FAKE "12DY"
PROCESS %WHAT%

How can I make "KEY-FAKE" to work?