Whenever I launch it there's just a black screen and nothing happens unless I alt+enters and if I'm lucky I'm able to see a smiling orc on fire.
And then there's credits and no key does anything

Try change graphic API with "Graphic mode setup.exe" or open dosboxpersonalnightmare.conf and change
output=surface
to
output=opengl

Generally,surface setting often cause trouble,so I always change it to opengl before play DOS games. I'm setting fullscreen= line to false to play with window mode.It work fine.