Important: don't install dosbox in c:\program files or you probably won't be able to write stuff there, use your 'user' folders, install dosbox there, there you (and dosbox) have writing rights, same for your games.
(Or if you have partitions use D: or so ....)
For warcraft, you're lucky: drag&drop works.
Drag&drop FIRST
setup.exe on your dosbox shortcut.
Digitized -> SB16/AWE ADR220 IRQ7 DMA1
Next -> Music -> SBPROII/SB16 ADR220 IRQ7 DMA1
Save and exit.
Input
war to play.
Next time you want to play:
Drag&drop
war.exe on your dosbox shortcut.
Many games however will not work that way, you will have to mount a virtual C: first in dosbox.
Some reading for you:
>A beginner's guide to DosBox<
>wtf IS dos bOX AND DOES IT WORK ON wIN xp?<
Same remark, those are written for XP, in Vista you best use your own user folder to avoid all kinds of problems.(Or again: another partition then C:\ )
[Edit]
You're not talking to yourself, we just aren't 24/24-7 at your personal service friend.
Full screen:
ALT+ENTER
Read the dosbox readme.