Old celeron

definately try to stick a bit more ram in there. The CPU should be fine for this game (unless its noticably unstable with other tasks) However, check your cpu temp before playing the game then during/directly after. If the game is pushing it quite hard then it will get pretty hot and maybe this could cause some unwanted side effects.
Also, visit Blackvipers site to pick up some good tips for trimming things from the OS to reduce strain on the system. visit www.blackviper.com

Its a great game so good luck with fixing this problem.

...that's torn it.

CPU temperature should not be a problem - although I use standard cooler that came w/ the comp (Aluminium-heatsink+60mm(2.4inch) 5400 rpm fan, some thermopaste from unknown origin) the heatsink is cooler than my HDD, even after heavy playing. Then again - what if the heat never reaches from CPU to heatsink?

If the heat was not transferring from CPU to heatsink then you would know about it quick enough I reckon. Having toasted a few things in the past the smell and the faint glow from inside are a dead give away. A heatsink, fan and some sort of thermal transfer compound are the working standard for most people. If you are running this rig overclocked with the standard fan and have been doing so for a some time then you are probably OK.
Have you had any luck with finding any SDRAM or another solution to this problem?

...that's torn it.

Yeah, the magic blue smoke always carries a message about the death of CPU:) Anyways, my the thermal compound is some kind of cheap bull**** they put between CPU and heatsink in the factory. It´s more like powder than paste but it seems I don´t have any heat problems, maybe because my fan is as fast as my HDD and sounds like a jet engine:)
Just checked out the prizes of memory - the news are that there are no news, but it´s not a new. And nobody has second-hand SDRAM.
After all, after format-c, that is, I got rid of WinXP and installed my old weird senile Win98 and the game runs a bit better now.

WinXP definately chews up system resources, you are better off without it. However RAM caching was handled a bit better in NT, therefore Win2000 and WinXP handle the RAM a little better than Win98. Its not really a major issue unless you keep your PC on 24/7 but you can find quite a few freeware utilities that free up Win98's RAM caches....cacheman is one.
About the 2nd hand SDRAM. Seriously check out ebay. I picked some 128mb sticks on ebay UK and got them shipped to sweden. I think ebay Germany is quite a busy site for PC parts as well but I dont speak german so well. There are also a few places selling off old stocks of new SDRAM but its really really expensive for all the reasons outlined already in this thread.
How many DIM slots does your motherboard have?

...that's torn it.

My motherboard has two SDRAM slots and according to manual supports up to 512 MB. Also checked out the eBay - yeah, there are SDRAMS out there. The only problem is that my parents probably aren´t so... enthusiastic about buying "another silly and probably costy part" for my comp. Actually I´m thinking to buy a whole new thing but it takes some time before the costs of 64 bit CPUs and according motherboards are acceptable for me. And they better make an OS and applications for 64 bit CPU as soon as possible;)