Hexx: Heresey of the Wizard requires more memory than most people usually leave free. If you know how to free up this memory, then feel free to do so, otherwise instructions for making a DOS Boot Disk can be found here.
If you are having problems getting the right mouse button to function properly during the game, you are using Microsoft Mouse version 9.0 or earlier.
For information on getting a newer driver, contact your system vendor, or try Microsoft's homepage.