Also, consider running DOSBox in windowed mode, set Input -> Window in ShaderGlass, click back to DOSBox to give it focus and then do Ctrl+Shift+G - this should make ShaderGlass scale the window into fullscreen.
Ctrl+Shift+G shouldn't take away focus from DOSBox, it's a global shortcut so press it while you are active in DOSBox. If this doesn't work for some reason, try Alt+Tab to switch focus back to DOSBox while ShaderGlass is fullscreened and the game should remain underneath but give you control; both approaches work fine in my testing.
Sadly it doesn't work for me. When its window mode I have indeed control over mouse cursor in game and its copied to the Shader Glass perfectly. As soon as I hit shortcut it just changes cursor to system one. I have checked also with alt tab - same thing. No idea why :( Keyboard shortcuts do work in the game, just not mouse cursor... I have checked on couple titles, same thing. Oh well.. Thanks for the help anyways, maybe I will find culprit one day.