Ok guys; made a very quick bootable floppy disk from the "total_pattern.lha" archive found here: http://gryretro.com/steelhawk/total_pattern.lha
As warfalcon has mentioned; the extracted files are 2.4MB in size... Even when running from hard drive you need 2MB Chip & 1MB Fast or Slow RAM...
So use the following configuration in WinUAE:
... AGA 2MB Chip & 4MB Fast RAM
In The Zone! for anyone who wants to try