Just to check, if you're playing DM did you make sure you've enabled "DM Rules" which I think is unde the Options menu? If you don't, heroes will take ahit to their hp when you first recruit them since as far as I can recall CSBWin was a port of CSB first (hence the name) and DM was added afterwards so it uses the CSB rules as a base (in which the hp deduction occurs). DM is basically "easy mode" compared to all the other dungeons out there (CSB and all the fan-made ones) so if you have DM Rules activated and still find yourself having trouble maybe slow down a bit and stop for some training? There are a few spots where mobs respawn, most notably the Screamer Room on Level Four and the Rat Room on Level Nine, both of which are food sources and both of which also happen to have a fountain nearby so you can't run out of supplies training at either, so if you're having issues maybe stop by whichever of those is closest to where you are and spend some time whacking stuff
DM is possible without needing to stop and train though so maybe just take your time and fight carefully
. It's also possible that, even if you have DMRules turned on, that you happened to pick some low-hp heroes anyway (Tiggy has the lowest, for example).