To get through the game with all of your lemmings still alive open the SAVE.DAT
file with a Hex editor. Find the position that starts C8 Hex. Change the Hex 
code to 3C to save all of your lemmings and to 03 for first place. The file
starts with the number of lemmings saved skips a position and then shows the
position that you finish in so an edited file that places you in first place 
with all of your lemmings would look like this:

3C 00 03 00 3C 00 03 00 3C 00 03

The file ends at position 2CE Hex. Always remember to back up the SAVE.DAT file
before you start.

    Source: geocities.com/timessquare/6150

               ( geocities.com/timessquare)