It's a new build. I only install DOS 6.22 on it and it has been stable. I'm running Memtest86+, just to make sure the RAM is fine. In order to replay quickly, I let it finished only one pass. But yeah, it's okay, no error whatsoever.
The problem is when the welcome page appears the highlight is on the "Quit" button. I've been moving the highlight using the Tab key, then hit Enter. This brings me back to DOS immediately. This time I press "O" key and voila! It works now!
My bad, I thought the purple button is the highlighted one! Because white color is everywhere, I didn't consider it to be the highlight intuitively..... The purple color is more standout to me.