KK time to educate the masses.
Go to control panel---> system ---> advanced tab --> performance settings ---> advanced ---> change virtual memory.
Make it high (around 2-3gb).
All it is, is an allocation of hard drive space that acts as RAM when the actual RAM is over-taxed. It is a lot slower than RAM though so if you have less than 1gb of RAM then I recommend you upgrade to 2gb.
M3dley and zombifruit are correct in their respective posts. It is always better to have enough RAM because although it is more expensive than hard drive space, it is hugely faster and using too much of your virtual memory because you dont have enough RAM will severely affect the game play speed.
well understand that setting your page file takes away from your hard drive space. If you have enough to spare make it large, if you dont have much to spare then make it medium sized. The worste thing to happen by making it too big is that it just wont get used and you will be out that much in hard drive space.
I think setting it to 1, 2, or 3 GB is common practice.