If you have multiple Windows applications open at one time, consider closing all non-essential applications. Click Task Manager to see a list of applications currently open.
If the problem persists and you're running mostly 16-bit applications, consider upgrading to the 32-bit versions of those applications. To find out whether your applications are 16-bit or 32-bit, open the System Information utility and go to the Memory tab.
See also System Doctor help search terms: User resources, memory, alarms.