What is lemmain? Is there a way to edit MAIN.DAT files? Even for DOS lemmings too? ??? (lol)
If you're definitely not doing anything wrong, the only remaining suggestion I can make is to try building your EXE on another computer, since your computer seems to be the only one with this problem. You should be able to do this on any Windows computer (as long as it's Windows 2000 or higher; building an EXE doesn't work on earlier versions than that. It should work on a Linux PC that has WINE installed), and you do not need administrator rights.
you said there was a problem with the EXE and sent me the supposedly faulty EXE, I had no problem when I ran it, so I sent the exact same EXE back, asked you if it worked, and you said it worked fine.
Wonder if there's some way to make the error message better, like including the source filename or line number of the code where the error originated from. Not sure if doable in Delphi.
Perhaps GigaLem can try sending a PM to himself with his EXE as attachment, then download the PM attachment and see if that fixes his problems. :-\