Congrats.
Enjoy it.
1: it's a rip, if you want music you need the full ISO or will have to buy the game. Even if you have the CD , it will run better with a mounted ISO (CD access, spin up/down times on modern systems ...)
2: ALT+ENTER
3:Edit dosboxconf again and check:
under header [SDL]
priority=highest,highest
under header [CPU]
core=dynamic
cycles=max
Eventually ingame hit CTRL+F12 to increase the CPU cycles (don't overdo it, set them too high and your game will become more jerky)
Close all that's running on the background and isn't needed. Dosbox needs plenty free CPU power. And Vista, now yeah, does a lot on the background.
How good the game will run depends of your hardware, crappy PC (RAM!)=crappy gameplay, but it should run better fullscreen.
4:Vista= dosbox.