before running the "orion.exe" in dosbox, run "install.exe" over again and set everthing from begining (i also had this problem btw, and after few attempts of running instal exe and changing configs it finaly stopped giving me the message)
if after install.exe you will still get errors, try my config here
http://www.sendspace.com/file/1a6ekn (replace the old one in moo directory)