These are the changes I did to get rid of the lag and problems:

On the config file (dosboxPGOLD.conf):

fullscreen=false
fulldouble=false
fullresolution=original
windowresolution=original
output=opengl
autolock=true
sensitivity=100
waitonerror=true
priority=higher,normal
mapperfile=mapper-0.74.map
usescancodes=true

And now the most important :

core=dynamic
cputype=pentium_slow
cycles=fixed 20000
cycleup=100
cycledown=100