[WARNING: This tip is at your own risk, its not my fault if you do something wrong! This is expert computing level stuff]
Second thing, page file... also an XP thing I suppos, they have that on windows 2000 though but for the time being i'll assume we're talking about windows xp.
Find "My computer" its either on the desktop or in the start menu, right click that, select properties, a new window will pop up again, click the advanced tab.
Now click the button under performance "Performance" named settings.
Another window will pop up... click the advanced tab at the top of that window, now look to the bottom of the screen for Virtual memory, click Change, yet another window pops up. like in my picture:
By the way I advise against touching this but you can if you want to.
First select the drive from the top of the window,
then beneth it select custom size, and enter the minimum and maximum size of the page file for that drive, Do NOT set this too high or too low! then click Set... you do this at your own risk.
once you have done that click OK and restart your system.
Also, DO not just pinch my settings for the page file, I'd recommend at 256mb to 700mb of page file, or the defaults windows usually has.