Right click on 'My Computer'. Click properties. Go to 'Performance'. Click 'Virtual Memory'. Let us know what it's set to (it may be set to automatic, let us know then too).
You may have bad RAM. Try downloading Memtest86 form
www.memtest86.com , getting a blank floppy disk, and loading the program onto the disk. Restart the machine with the disk IN the drive, then let it run at least 1 pass (2 if you get errors) and tell us what the results are. If you get many, many errors, you may have bad RAM.