But there is something more wrong. If I used GRX two time >within RHide, I cannot link anymore. The linker says "memory exhausted" and I have to end and restart RHide. That's really bad for developing. [...] So I think somehow GRX does not >clean up it's resources very good.
Also note that the old djgpp versions (your rhide is probably statically linked against one of em) release almost no memory after a spawn*()/exec*() until the very first djgpp appication terminates. So it might be a good idea to recompile rhide with the current (2.03) djgpp, rhide's binaries are realy dated...