Many DOS games have complex multimedia requirements that cannot be addressed under a Windows' DOS Shell environment. These programs will only function properly if they are the only item actually running on your system.
Windows has the ability to start these programs from inside Windows and "automatcally" perform the re-boot operation to the DOS environment, but it's still doing the same thing you were doing all along (but now it is automatic.) To set this up for your DOS game, create a shortcut (actually a PIF in this case) to your DOS-based program. Point to this shortcut and right-click to get a menu. Left-click on the "Properties" option. From the Properties Page, select the "Program" tab, then click on the "Advanced" button.Click on "MS-DOS mode checkbox, then click on the "Ok" button. From now on, when you use this shortcut, Windows will automatically know that the system needs to be re-booted to run the program. When you quit the game, Windows will automatically restart.
As I said earlier, this is really doing the same thing you did on your own. It might be more convenient because it does it automatically now. Good Luck.