This is extreme; not for the faint at heart.
I remember when Falcon 4 was released in 1998 one trick which was done by some players to get it more memory and resources was literaly to boot into it. There is way in some INI file to actually make some other program the shell that launches when the desktop starts. So, if you are a competent hacker and familiar with boot managers and scripting, you might manage that.
In that mode, you would only be able to run BoA and would have to reboot to get your desktop back. (Come to think of it - probably is a good idea for you to reboot before starting BoA, since you are on Win 9x.) Ah, this is enough to bring back memories of the good old days of DOS.
Like I said - it's extreme.
