This may have been moved around a bit in XP, but in the Control Panel, under System, then the Performance tab, there should be a button for Virtual Memory. If windows is managing it, you should not be running out unless you have other memory hungry applications running in the background.
I'm not sure if it is the System Control Panel applet or not, but you should be able to get a relatively detailed description of your system components, including the amount of physical RAM you have. By default, the Control Panel is grouped by the type of applet, so it should not be too hard to find.
There are a couple general tips in the
Troubleshooting Tips (& manual install procedure) topic, as well a link to a more general
Troubleshooting Resources web page.