PetrusOctavianus: With the Windows version you'll need DgVoodoo or something to avoid an ugly, stretched image.
Depending on the video card you have, you could also use your GPU's control panel to do this. Also some monitors have the setting to do it on monitor level.
But yes, in general playing around with graphics settings is easier on DOSBox. Also, it can run on other OSes, like Linux.
baggy2111: How do i get DOSBOX to run the Heroes2.exe file?
If you have the GOG version, you don't need to worry about it. Just use the links as QWEEDDYZ suggested. If you have your own version (off a CD for example), then just run it like you'd run any other file on DOSBox. Copy to a folder, mount it and run it. Or use a DOSBox GUI front end. What exact problems are you having?