This is my explanation:



Like every other game you run, Jazz Jackrabbit 2 occupies a defined\limited space in your computer's memory. The reason for the limit is because you also have to leave some memory for Windows (and other programs you might be running).



Now, what causes the illegal operations? When JJ2 goes over its defined memory limit, it goes out of bounds and crashes (one of the possibilities is to give an illegal operation message). Why does it crash? Simply because it won't know where to go next.