Do I have to use DOSBox? If so, is there an easy way to reenter it; and can I make it full screen?

You don't have to use DOSBox, but belive me, it's the easiest way.

You can edit the dosbox.conf file under the [autoexec] part and write down commands you want it to do automatically so you don't have to retype it each time. You could also make an ARENA.BAT file in the mounted C or something so you don't have to type as much.

ALT+RETUR makes it fullscreen.

You can also run it by using VDMSound, but I wouldn't suggest it (last time I tried I had issues with sound and gamespeed).

The easiest way to use Dosbox, in my opinion, is to get a frontend (like D-fend) which makes the configuration much more user-friendly.