Every time I try to run Blake Stone, Dosbox gets me through the first few screens, and crashes.
Why?! Halp!

Try running it as administrator if your on win7 or vista. You can also try changing some compatibility settings by right clicking the games shortcut, then go to properties. From there go to the compatibility tab and if on win7 or vista tick the disable visual themes and desktop compostion options and try running it in say windows xp compatibility mode.
If none of that helps could you please post your system specs and OS?

Sorry, should've said in the first place.
Running XP, 3.00 GHz Pentium D, 2 GB RAM, ATI Radeon HD 4550 Vid Card.
Duh.

Yes. I was able to get into the game using the BSTONE batch file in the folder the in which the game is installed.
I also was able to run the game via the BS_AOG.exe file.
I brought up the graphics setup thing you mentioned, and hit launch, and it worked just fine as well.
I just cant launch the game from the actual game launch icon that was put on my desktop for some reason.

Not sure why that is but if the other methods are allowing you to run the game with no problems your best bet is to just delete the shortcut on the desktop and create a shortcut from either the BS_AOG file or the graphics setup tool and just send that to your desktop in its place.