Running the game on Windows XP or newer can cause the errors 'There is not enough available system memory to restore the game' or 'There is not enough available system memory to create the game.' This can be fixed by right-clicking the shortcut icon or .exe, opening Properties and setting the game to run in Windows 98 compatibility mode from the Compatibility tab.
Saved games can appear to disappear if the game is run in Administrator mode (via Compatibility options, not as an Administrator user). This can be turned off by right-clicking the shortcut icon or .exe, opening Properties and unchecking 'Run this program as an administrator' from the Compatibility tab. After restarting the game any missing saves should be available to play.