The subdirectory you're trying to change to does not exist where the command line currently is.
What commands did you enter after starting DOSBox? Did it give you error messages when entering them? Screenshots would be best.

I don't really know how to send you this screenshot...

Imageshack. :p

I am not following you, I am not really a computer guy. Is this some sort of a program?

http://imageshack.us/ Upload the screenshot from your computer there, and the site will give you a link to that image. Then post that link here. :)

Here it is: http://imageshack.us/photo/my-images/204/problemjg.png/

Are you sure you're not accidentally trying to enter the very directory you have mounted as the virtual C drive?
In other words, is there a colderam inside coldream inside coldreams on your C drive on your actual machine?

Yea, it goes like c:\coldreams\coldream\cdream1.iso
ohhh and 1 more thing, when I try to delete the CDREAM1 file it says that it is used by some other program (not the DOSBox).

I would just like to point out that in that image you spelled coldream wrong (colderam).

Also you cant mount an ISO like that. But I will let Fifth explain that one or link you to a tutorial.

Well, even when I type it right I still got the same problem...