I hit CTRL+ALT+F5 but it doesn't record anything. I need to get the footage for a review I'm trying to do. What do I do so it will record the footage from DOSBOX. I also have FRAPS and have tried to open the dosbox.conf file but there are so many different ones because I have like 30 GOG games on my PC. So how can I record footage?

but isnt each and every GOG game in a seperate folder and you just point it to the theme hospital folder?

CTRL+ALT+F5 should work. I'm not sure of your system setup, but if you're using Windows Vista/7 and installed the game to the default folder (in program files) and aren't running the game as Admin. Then it's likely saving the dosbox capture output to the virtual store folder. Check the folders inside C:\Users\<Your User Name>\AppData\Local\VirtualStore\GOG.com

Check
{your_system_drive_here}:\Users\{your_username_here}\AppData\Local\DOSBox\capture
or set a different path under "capture" of the relevant *.conf file.

I finally found it in the %appdata% part. Its a really long and tedious path to get 2 it tho. Thanks!

You can enter %localappdata% in a folder address bar to jump there directly. If this is a location you'll be visiting a lot you should also consider adding it to the favourites or whatever (I do this for VirtualStore, which is similarly buried).