According to the /etc/dosemu.conf file :
# Specify extensions for the CONFIG and AUTOEXEC files. If the below
# are uncommented, the extensions become CONFIG.EMU and AUTOEXEC.EMU.
# NOTE: this feature may affect file naming even after boot time.
# If you use MSDOS 6+, you may want to use a CONFIG.SYS menu instead.
However, this doesn't seem to work. Suggestions??