Just a few suggestions that might help. could be that your hard drive is nearly full and there is not enough room for the swap file. Or you have too many apps open at the same time, all of which are storing info in the swap file on your hard drive. Suggest you look to see how much room your have left on your hard drive. Or you could try a defrag to tidy up. Empty the Temp folder.
Thanks for the advice. In reply to your suggestions, I've checked amount of free memory (using RAM booster as reccommemded) and there is 800MB (810,000 KB) RAM free apparently! (altogether I have 1GB DDR PC2100). Also have 2GB hard disk space left. The program in question is a game called Championhip Manager 99/00 (each time I try to load saved game the message comes up). I've tried running MSCONFIG to see background programs running but don't know which to get rid of. I know "Systray" is very important and also Exporer (Explorer doesn't seem to be listed). The thing is, recently I've installed and run another program which is EXTREMELY memory hungry and it's still on my other hard drive. Perhaps uninstalling this might help. Having said that, according to RAM booster there is still 800MB of memory free anyway, so surely that's not the problem.