If anything, everything on cd would make it slower with annoying spin-up/spin-down pauses. Having stuff on the hard drive always makes things faster.
I suspect you're using Dosbox .61 or lesser if you find it slow. The new Dosbox .62 makes leaps and bounds past its predecessors. It can play the most demanding of games at 10% CPU usage if you have a fast processor. Give it a download and pump your cycles to 15000.
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