http://www.uesp.net/wiki/Daggerfall:Files The first link on this page links to a simple .exe file that will install Daggerfall, as well as Dosbox, that is preconfigured.
Well, I have to say, RoflLizard's suggestion is definitely the best. That exe is an incredible time-saver. Now, I can enjoy Daggerfall without reinstalling all that crap and dealing with Dosbox.