If you're using Windows XP
1. Click Start
2. Right click on My Computer icon
3. Now you'll see the information of your computer (System, Registered To, and Computer) - on the Computer section write down the amount of your RAM (ex. 512MB of RAM) because you'll need it later.
4. Choose Advanced tabs then click on Settings button
5. A new dialog box (Performance Option) will open, then choose Advanced tabs again on this dialog box
6. On the Virtual memory section click Change button
7. A new dialog box (Virtual Memory) will open, choose Custom size radio button
8. On the Initial size (MB) fill it with 2x of your RAM amount (ex. if you have 512 MB of RAM, then you should fill it with 1048) and on Maximum size (MB) fill it with 4x of your RAM.
9. After you've done all that, click Set button, then close all of the dialog boxes.
Note : you can do this from Control Panel too, but I think this way is much easier for you.
I hope this answer will help you to solve your problem and I'm sorry for my bad English ^_^