This is a sign your PC does not have enough REAL memory.
Every program you start goes into real memory (RAM), when that fills up Windows copies some things from real memory to hard disk to free up space.
When it needs it again it copies it from virtual memory back to real memory.
The area on hard disk it uses is called virtual memory. If this is also filling up then you are using far more memory than the PC can cope with.
There is a setting in Windows to increase the virtual memory size so you can try that (search the help).
But note that the process of copying data from real memory to hard disk, and back again, is a slow process (in computer terms) so it will slow yourcomputer down a lot.
In fact if you are VERY short of real memory the computer can spend so much time copying data back and forth to virtual memory that it can slow the computer right down.
Whatever real memory you currently have I would guess you need to AT LEAST double it.
If you are running Windows XP then 256Mb is probably the minimum, 512Mb is better.
I have 1Gb of real memory.