Thanks Yiannis.
I got version     gdb-5.2.1-1.exe installed  package and all works OK. 
In download sectio: maybe some note for W98/Me users + link to file which should be used will be helpfull. 
Thanks for quick response, keep good work. Your IDE is really one of the best and it's joy to work with that. Especially thanks for OpenWatcom support, in me experiences, that is one of best optimizing compilers.
Josef