|What Dos program are you trying to load ?|
E.g. If it's a Dos game, there are Dos emulators that people have come up with relatively recently that you can load for many of them, before you follow a modified procedure to install the game.
See Jolicloud's link.
XP has a virtual Dos machine - it can modify Config.nt, if you need to, but that virtual Dos machine certainly does NOT make all Dos programs work fine in XP.
There are "Dos box" programs you can install in XP that work fine with a lot more Dos programs.
There's Microsoft's Virtual PC that you can install in XP that can run virtually all Dos programs.
The oldest version - Virtual PC 2004 - has support for installing Dos - however it's complicated to install it and the Dos operating system - your Dos program will probably run fine in Dos 6.2, or Dos 6, or Dos 5.
VIRTUAL PC 2004 FAQ!
Virtual PC 2004 SP1
What Works and What Doesn't in Microsoft Virtual PC 2004