I don't know the answer to your question, but I do think it's awesome that you're using real DOS. Yeah, you can emulate on a modern PC very easily, but it's not the same as running it natively -- on one of those big CRT monitors as well, I shouldn't wonder! I wish I'd kept one of my old computers just for running old games on (then again, where would I put it?)
Hopefully someone else knows the answer to your question, though. I imagine that you're right in thinking that you need an internal speaker for your particular version at least.