Greetings kurupted!

I'm just going to take a quick stab at this and see if it helps you.
No promises though.

If you have your dosbox.conf file in
c: /media/mmc2/dos

Type this in Xterm
cp /media/mmc2/dos/dosbox.conf /home/user/.dosboxrc

This will definitely copy your dosbox.conf file to the right place inside your Nokia.
Hope this helps.