Here's some things to check from Technet article ID: Q175932
Could Not Load Ntkrnlmp.exe. The Error Code Is 4 on DEC ALPHA
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The information in this article applies to:
Microsoft Windows NT Workstation versions 3.51, 4.0
Microsoft Windows NT Server versions 3.51, 4.0
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SYMPTOMS
When you try to install Windows NT Server on a Digital Equipment Corp. (DEC) Alpha computer that had a different operating system installed, such as UNIX or VMS, the following error message may be displayed:%system_root%\alpha\ntkrnlmp.exe could not be loaded. The error code
is 4.
There are three possible causes.
1.The computer is running with outdated firmware.
2.Outdated Arcinst.exe was used to create the system partition.
3.The computer was configured using an EISA configuration utility (ECU) for another operating system.
RESOLUTION
1.Check with DEC for the latest firmware for the model Alpha computer in question.
2.If you are installing Windows NT 3.51, please refer to the following Microsoft Knowledge Base article: ARTICLE-ID: Q138221
TITLE : Problems Creating Partitions with Arcinst.exe in Windows NT 3.51
The Arcinst.exe in Windows NT 4.0 has not had any reported problems.
3.Download the proper ECU utility from DEC and use it to view and then save your computer's EISA configuration settings.
Hope this helps,
Dusty