Or you can press ALT+Enter to go windowed mode and simply close DosBox by clicking on that X button above.
If you like to post contents of a long file here, btw., you can simply use the spoiler tags button (that one with the gray box and three ???) above the text message area, while writing a message. It would look like this and is quite handy to cover anything long:
Also, about the Mechwarrior issue, some older games didn't like EMS, only XMS, so try disabling EMS in the dosbox.conf and see if that helps. It might be also that you simply have a game with corrupt files, so you'd need to download again.