Yeah, I've got the N800 version, still running old school though with the Nokia's 2007 OS build. I really should upgrade to this year, just too many worries on my behalf for some stupid reason.

I'm probably the worst person to ask around here, but for me, make sure that you also grab the dependency to run Dosbox (it's kind of like the driver to make it work)

http://pupnik.de/deps/libsdl-net1.2_...armel_bora.deb

Then grab Dosbox and unzip it.

http://pupnik.de/dosbox_N8x0.tgz

Also pick up the dosbox.conf file.

http://pupnik.de/dosbox.conf

I transfer all of this junk right on my memory card.

Click on the libsdl file and have it install.
Then Dosbox.
Just say okay for everything and don't try to change any of the default locations on where it wants to be installed.

If you did it correctly, it should create a icon thing in the Extras option on your Nokia. I have no idea why you're not seeing it. After that, I delete these two files off of my memory card as there's no need for them again.

The way I use the dosbox.conf file is by leaving it right on my memory card.

So it's like...
j:dosbox.conf (internal memory card)

To transfer this inside your Nokia for Dosbox to read it correctly.

Using Xterm, type:
cp /media/mmc2/dosbox.conf /home/user/.dosboxrc

From there, all you should need to do is click on Extras, then Dosbox and the game or program of your choice should start running all happy and stuff.

If none of this is working for you, keep asking around, I'm sure there's someone else here that could problem solve your troubles.

Cheers.