Some games have a habit of claiming all available memory in your computer when you run them. This means that when Desktop Hacker comes to interrupt them it cannot claim the memory it needs to do so, and it can't do anything until you return to the desktop and it can complain at you.
If you always get out-of-memory complaints when trying to hack a certain game, it is likely that it is claiming all the memory. You can get around this by asking Desktop Hacker to claim some memory before you run the game. Desktop Hacker will then keep the memory until it needs it to interrupt the game.
Enable the 'Reserve' option on the Choices window to turn this feature on, and enter an amount of memory to keep in reserve in the fill-in field. You will generally need about 100K more reserve memory than the amount of memory your Wimp screen mode takes up (see the Task Manager display to see how much this is). If you have a Risc PC with a reasonable amount of memory it may be a good idea to leave this option enabled with a few thousand kilobytes of reserve memory.
Below this option on the Choices window is the 'Don't keep screen display' feature. This feature is intended to save memory on smaller machines where memory is a problem and games tend to fill the memory; if you enable it, the screen-saving feature will not be available, and the game's screen display is likely to be corrupted when you return, but the memory saving will make it easier for Desktop Hacker to interrupt.
Running Desktop Hacker