fullscreendialog from directX 8.1 ...?

Hi,
I have the directX 8.1 SDK. it includes a sample programm called fullscreendialog. I can compile the program (using MV C++ 5.0), but when ever i try to run the exe file, the program tells me that there is not einought working space... why cant i run the programm?
thanks

How much RAM do you have?

i downloaded it. maybe i was just stupid, but i didnt know that you had to run the setup/install program for it. did you do that?