How to make EMM386.exe work on Windows ME??

Gentlemen, I have an apparently insoluble problem: I want to run Kasparov's Gambit on my Compaq with Windows ME. Gambit is the best Chess game I have ever seen!!!

My old 686DX4 running W95 has EMM386 invoked by the Config.sys file. The old system is unreliable and interferes with fm radio.

I want to run Gambit on the new box, but it does not load dos before Windows, so how do I get EMM386 to work on it ??
Gambit just goes home to momma without the memory manager!!!