In Windows, the right Alt key (sometimes labelled "Alt Gr") behaves as if you're pressing both Ctrl and Alt. It's to do with support for extended characters on some keyboard layouts, particularly non-English ones - you get the characters by pressing AltGr and the key (for example AltGr+4 gives € on a UK layout). https://en.wikipedia.org/wiki/AltGr_key has some more details.

Unfortunately I don't know how to fix this. It's not a JJ1 problem - it'll be a Dosbox setting if anything.