[The Fifth Horseman]

I opened dosbox then clicked sangoku but it was still like that. I tried dropping sangoku's shortcut into it but dosbox popped up said it was an illegal command.

You're doing it incorrectly. Run DOSBox. Then run the game from inside DOSBox. Not from Windows while DOSBox is running in the background, since that won't achieve jack.

I even set the language on the dos bix configuration to machine=tangy or whatever word it said on the review page and that didn't solve the problem.

If you used incorrect spelling, the setting won't work.