I am running the latest version of DOSBOX on an OSX and I can't seem to get it to work. I have managed to install it but when I try to get it to work it "can't find the CD" so what do I do?

You're supposed to install it with the "Huge install" option. At least that's the most common reason why you'd get this error.
It's not a platform thing i think. I got it to work in Ubuntu myself.