Oh my goodness... people...
If only you had scrolled down your browser window you'd see links to threads about WH:SotHR compatibility fixes:
http://www.abandonia.com/vbullet/showthread.php?t=20976
http://www.abandonia.com/vbullet/showthread.php?t=9533
You need to use that workaroud for the old installer, I've got original CD and was stuck with the same problem.
And for the 100th time:
you won't ever run Win95-native game in dosbox! ! !