No, you just have to mount something - ANYTHING - as your CD drive. The letter should be irrelevant in this case, the game just expects the presence of one.
Side note: DOSBox drive letters do not have anything to do with the drive letters on your real machine. It's recommended that you letter your mounts starting with C, with a mounted optical drive (or disc image) as your D.
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"God. Can't you people see I'm trying to commit a crime against science and nature here?"
-- Reed Richards
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