OK, open up your dosbox.conf file and add this to the very end, in the [autoexec] section:
mount c c:\dosgames -freesize 1000c:
(This just makes it so that when you start DOSbox it automatically mounts your games folder for you)
Now make a blank text document, open it up, and paste the following into it:
mount d c:\dosgames\dfcd -t cdrom -label Daggerfallcd\daggerdagger
Then rename the file to
DF.BAT and place it in
c:\dosgames\When you start DOSbox, it should automatically mount C and start you with a C:\ prompt.
Type
DF and hit enter, which should start Daggerfall for you!