Ahhh yea i have had this problem over and over !! Here is your solution :
In Windows XP :
Right-click the My Computer icon on your desktop (asuming you have one there) and click Properties, or go to Start > Control Panel > System. You should now be at the System Properties dialogue box. If you can't find "System" in Control Panel, you're probably not using Classic View. Look for a button that says "switch to classic view" and that should be solved.
In System Properties, click the Advanced tab > under Performance click Settings. You should now be in Performance Options. Click the Advanced tab, and under Virtual Memory click Change.
Now you should be in the Virtual Memory dialogue box. All you need is one page file. It should be on your C: drive by default.
Click "C:" in the list. Under Paging File Size For Selected Drive, it should say "Drive: C:" and "Space Available: [your HD size for the C: drive]."
Click the dot/radio button next to Custom Size.
In the white area next to Innitial Size make sure it says 800. In the white area next to Maximum Size make sure it says 1500. Keep in mind, you will need 1500MB of your hard drive space to remain free for this, but that doesn't mean it will all be used at once.
When done changing the values above, click the Set button. Click OK to close the Virtual Memory dialogue. You may be prompted to restart your computer. If given the choice between Yes or No, if you're not doing anything else, choose Yes. Otherwise, choose No. Click OK to close Performance Options. Click OK to close System Properties. Once done, close whatever you're working on, sign out of GunZ, email, YIM, whatever, and reboot your PC.
Good luck on it gurps .