When I load a program to olly its behaviour is normal but when i run the file using F9.A message pop ups and says:

"Don't know how to step because memory at address FFFFFFFF
is not readable.try to change EIP or pass exception to the progrm."

I have also changed program exceptions in option->exceptions and checked all.
Please Help ME.

I could help if you could specify the Operating System you
are working on and the Module which you r trying to load??