Pabloxp,
Depending on your OS, there are ways to increase/move virtual memory to your own specified location.
Assuming you are running XP (from your user name):
1.) Goto Control Pannel
2.) Select System
3.) Advanced Tab
4.) Under the Performance section Click "Settings" button
5.) Advanced Tab, select "Change" button under Virtual Memory section
6.) Change to a different Drive (assuming you have a different one, or at lesat change the size and see if that helps.
If you don't have permision to write to the drive, you should talk to your System Admin and have them change this for you (at least temporarilty) and once the change is made, hopefully it will not ask you again.