You can not rename game.dll to game.exe as far as I know because then it won't execute properly anymore and will close itself after starting. It's built to require the name game.dll as far as I know 

About Windows ME ... hmmm ... I knew ME was messed up. ME does not execute the game.dll because it does not recognize it as executable because of the ending .DLL Really stupid. I don't know a workaround since I have never run ME and don't know anyone running ME really :p
The last thing we can do for all the users not able to start the game with a batchfile, write a little executable eg. StartCamelot.exe or something that executes the game.dll as new process. This would work. Any programmer out there have the time to do this for our poor ME users?