For MW2 to work in DOSBox, you need several things...
1- The DOS game must be at v1.1. If it's not, grab the patch
here.
2- You MUST use the hacked version of the executables. These can be found here.
3- For the music, you need to mount the game CD image via the IMGMOUNT command in DOSBox. To do this, simply put the cue/bin combo in the folder where MW2 was installed to, copy the location of it (right click on the file and copy it from there), and then add it to the "autoexec" section of DOSBox. Here's what I did for mine...
imgmount e "C:\DOSGames\mech2_16b.cue" -t iso -fs iso
If you don't do this, the game may very well crash or even reboot your system (that's what it did to me) when the music tries to start playing.