Incidentally, you may also need to apply the Grim Fandango patch to straighten out a few problems encountered on fast computers...
http://www.lucasarts.com/products/grim/grim_files.htm
I wish I'd known about this when I played for the first time. Would you believe I actually managed to beat the
Spoiler:too-fast elevator
segment WITHOUT applying the slowdown patch? I went through my entire repertoire of swear-words and very nearly ended up throwing my computer through the front window.