When I start a graphics application (even a hello world programm) using GRX from RHIDE the program runs fine but after ending Win98 says that "this application cannot be run in window mode", crashing the whole RHIDE programm.
Your Win~1 (or the video driver, doesn't matter) does not fully support graphics programs running in a window. Configure your application to use VESA (or even better, standard VGA) modes, or run it from fullscreen, or ask Microsoft, in this order :-)