This is what I do:
Go to control panel
System Properties
Advanced
Performance
Settings
Advanced
Virtual memory
Change
Custom size - then change the Initial size to a larger number (I've found that it doesn't need to be much larger) and make sure you increase the maximum size a little also. Then hit set.  You may need to reboot after that.

I don't know if this is right or wrong, but it always works for me.

PS - I'm using Windows XP

My idea of rebooting is kicking somebody in the butt twice!