MadOverlord: I didn't happen to see any topics on this. Basically, the game loads, I get to the screen where I'm talking to what's-her-name (the priestess in the temple). I can create characters, view characters, everything you'd expect. But when I click exit, the little goblin appears running around the CD, jumping over the rock. And he jumps and jumps... forever. I left the room for a few minutes and came back and he was still jumping. Pressing Escape drops me out of the game. Rghhh!
Thanks y'all!

MadOverlord: Aha! Yes, I am running on Vista. I could picture there being a problem, since I get "access denied" if I try to save anything (like a dosbox.conf file) in the dosbox directory. It's really driving me looney! I guess I could try it on a computer that has XP on it.

MadOverlord: Try copying the files from the Program files\gog.com\ to a directory outside Program files (maybe c:\games\ROA3)
I'm reasonably sure (and this is from December, mind you) that the problem I had was admin rights restriction. I think that it's trying to save something to the game directory, but it isn't allowed, so it spins its gears. I'm in Vista, not 7, but I'd guess it's similar.
Why windows defaults anything installed in program files to security restricted, I do not know. It's like that with everything.
Let me know if that works!