I think it is a problem with not enough RAM on your computer. It can also be because you're running too many programs at the same time.
Anyway, I'm pasting these instructions from the Microsoft website :
CAUSE
This issue may occur if there is insufficient memory on the computer, and when the current virtual memory settings are not set high enough.
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WORKAROUND
To work around this issue, you can adjust the virtual memory setting. Follow the steps that are appropriate for the operating system that you are using.
Microsoft Windows XP
1. Click Start, and then click Control Panel.
2. Click Performance and Maintenance, and then click System.
3. On the Advanced tab, under Performance, click Settings.
4. On the Advanced tab, under Virtual memory, click Change.
5. Under Drive [Volume Label], click the drive that contains the paging file that you want to change.
6. Under Paging file size for selected drive, click to select the System managed size check box, and then click Set.
7. Click OK three times.
When you are prompted to restart the computer, click Yes.
Microsoft Windows 2000
1. Click Start, point to Settings, and then click Control Panel.
2. Double-click System.
3. On the Advanced tab, click Performance Options.
4. Click Change.
http://support.microsoft.com/kb/837869
Hope this fixes the problem.