There are different ways of doing this. I like to put batch files in my home DOS folder (whatever directory you mount as the C drive) for each game, and when I boot DOSbox, I can just pick which file I want to run and it will enter the rest of the commands for me.
For instance, if you make a new blank text file and enter the following:
cd dagger
fall.exe z.cfgand then save it as DF.bat in your home DOS or GAMES folder, then you've made a batch file. Boot up DOSbox, type DF and press enter, and it will run those commands.
However, if you actually need to alter DOSbox settings (like resolution, scalers, cycles, etc.) between your games, then you'll have to do this:
1. Make a copy of your dosbox.conf file and name it Arena.conf or Dagger.conf or whatever.
2. Change the settings to fit that game (you can even go ahead and enter commands into the autoexec setting to run the game automatically while you're at it)
3. Make a shortcut to the DOSbox.exe application, right click->properties on it, and add " -conf Arena.conf" to the end of the target line so it says "dosbox.exe -conf Arena.conf"
4. Now that shortcut will start DOSbox and tell it which config file to use.