Unfortunately it's true. Priv1 uses its own memory manager that isn't compatible with Win9x.
But you can still play it when you prepare a bootdisk for it. If you don't know how or have problems with the configuration to use ask for help around here. There are people that are quite experienced to get it up and running.
No one will hear your cry of death in the void of space
Exactly. If you read previos posts on this board, you'll see that our informal tech support team is quite good at helping people get their bootdisks/DOS Mode Shortcuts configured o get Priv running smoothly.