Yep, this sucks. The Life Leech doesn't leech life! lol Unless you run out of ammo...

I believe you have only 16mb allowed in the dosbox.conf file. It's in the folder with DosBox. Open it with a text editor, find the line "memsize" and replace the "16" with something bigger(i.e. 32, 48, 64).

Reinstalling Windows XP helped. Thanks nevertheless.

I got to the 9th step and when I tried to d-click setup only a black screen flashes for a second and disappears. I tried open the setup in the cmd window, but this appears:

Spawn Error: Error 0

Tried to d-click setmain, but that doesn't work either.