Matias_Nic: there are some real solution for this????
What graphics card do you have?
First test this: change your Windows desktop resolution to a 4:3 resolution, for example 1024x768. Is the aspect ratio correct (4:3) with black bars on the sides of the screen, or is the desktop still stretched to fill the whole screen from side to side?
If the desktop is stretched, then at least you have to change the aspect ratio setting(s) in your graphics card drivers.
I recall in with some GPUs and drivers (at least AMD, could be also Intel and NVidia), you actually have to be in a 4:3 resolution before it lets you even change the aspect ratio settings. So, change your desktop resolution to e.g. 1024x768. go to your graphics card driver configuration utility, and look if there is an option to keep the correct aspect ratio.
After that you can change back to your normal (native) desktop resolution.
There may be other places too which stretch the screen. E.g. if you are using dgVoodoo2 utility to fix display problems in some games, I recall you need to tell in dgVoodoo2 configuration too to keep the aspect ratio. DOSBox also possibly have some settings that affect that.
And yeah if you are using a TV as your display monitor, pay heed to display options on it, as TVs quite often try to fill the whole screen with the picture, not caring about the aspect ratio.