Error: "Out of memory in module GAME at address XXXX:XXXX"
This error means that you do not have enough free conventional (DOS) memory. GAME.EXE and CUSTOM.EXE each require about 574k
Now a days, you can try the Windows version of the OHR if you don't have enough conventional memory. It doesn't use conventional memory. It uses expanded memory (Over 1 MB), which is the same type of memory as every other Windows program, and can even use the page file (which is like fake memory).
Windows NT/2000/XP & DosBox
You should never see this error on NT-based versions of windows, nor should you ever see it on DosBox. These DOS enviromnets are virtual, and make sure that you always have as much conventional memory available as possible (given the limitations of real-mode memory)
Windows 95/98/ME & DOS
You can check how much conventional memory you have by typing MEM at a dos prompt, and looking at the number listed as "Largest executable program"
If you do not have enough conventional memory, don't worry. It is easy to get more. If you are using DOS or Windows9X you can use MEMMAKER.EXE to move drivers into high memory. In DOS, memmaker is automatically installed, but in Windows 9X you have to find it on the CD.
You can also edit your CONFIG.SYS and AUTOEXEC.BAT and remove old drivers you dont need anymore. For example, If you upgraded from DOS 6.22 to Windows 95, you probably have a CD driver in your CONFIG.SYS that you dont need anymore, and the MSCDEX driver in your autoexec.bat can be removed.
If you aren't comfortable with deleting things out of your CONFIG.SYS and AUTOEXEC.BAT you can just disable commands by placing the word "REM " at the beggining of any line you want to disable in AUTOEXEC.BAT and by placing a semicolon ";" before any line you want to disable in CONFIG.SYS