I was running into the same problem on Vista, which was weird because this very same computer is where I used to play WadF with no troubles at all. As suggested, it was the DEP. Disabling it entirely seemed like overkill (Especially considering the command prompt tinkering it wanted from me) so I avoided doing that, but then I found this:

https://www.vistax64.com/tutorials/65790-dep-turn-off-programs.html

It's actually pretty easy to target a program to bypass the DEP, and while they say you have to restart your computer at the end, I saw results immediately without having to.