In theory, just create a batch file that remaps the input as posted earlier on these boards:
INPUTMAP up up
INPUTMAP right right
INPUTMAP down down
INPUTMAP left left
INPUTMAP triangle lctrl
INPUTMAP square lalt
INPUTMAP cross y
INPUTMAP circle n
INPUTMAP start enter
INPUTMAP select esc
INPUTMAP exec ...
(Replace ... with the relevant program name to launch, eg dn1 for Duke Nukem I)
However, trying that on my PSP just causes DOSBox to bomb! I've posted over on the PS2Dev forums just in case I'm missing something obvious...